Terahertz electromagnetic fields can be well confined and propagate at structured metal surfaces, known as spoof surface plasmon polaritons (SSPPs). Recent demonstrations of terahertz SSPP waveguides have attracted much attention for their potential in developing ultra-compact plasmonic circuits. However, further progress has been hampered by the lack of complex and high-performance devices which can flexibly manipulate the propagation of terahertz SSPPs. Here, we demonstrate several terahertz gradient index SSPP devices using metallic pillar structures. The devices are realized by engineering the geometric parameters of each metallic pillar to achieve the desired local mode index for the terahertz SSPPs. The performance of these SSPP devices is experimentally characterized using scanning near-field terahertz microscopy. The versatility of the presented design scheme would provide a platform for the design and fabrication of high-performance plasmonic devices, especially cascadable ones in practical applications.