Set intersection is a fundamental operation in information retrieval and database systems. This paper introduces linear space data structures to represent sets such that their intersection can be computed in a worst-case efficient way. In general, given k (preprocessed) sets, with totally n elements, we will show how to compute their intersection in expected time O(n/sqrt(w)+kr), where r is the intersection size and w is the number of bits in a machine-word. In addition,we introduce a very simple version of this algorithm that has weaker asymptotic guarantees but performs even better in practice; both algorithms outperform the state of the art techniques in terms of execution time for both synthetic and real data sets and workloads.