Coherent THz radiation was produced from relativistic electron bunches of subpicosecond duration. The electron beam was produced by strongly focused (approx. equal to 6 mu-m), high peak power (up to 10 TW), ultra-short (> or = to 50 fs) laser pulses of a 10 Hz repetition rate Ti:sapphire chirped pulse amplification (CPA) laser system via self-modulated laser wakefield acceleration (SM-LWFA) in a high density (> 1019 cm-3) pulsed gas jet. As the electrons exit the plasma, coherent transition radiation is generated at the plasma-vacuum boundary for wavelengths long compared to the bunch length. Radiation yield in the 0.3 to 19 THz range and at 94 GHz has been measured and found to depend quadratically on the bunch charge. The measured total radiated energy in the THz range for two different collection angles is in good agreement with theory. Modeling indicates that optimization of this table-top source could provide more than 100 mu-J/pulse. Together with intrinsic synchronization to the laser pulse, this will enable numerous applications requiring intense terahertz radiation. This radiation can also be applied as a useful tool for measuring the properties of laser accelerated bunches at the exit of the plasma accelerator.