We introduce entanglement purification protocols for -level systems (qudits) with improved efficiency as compared to previous protocols. While we focus on protocols for bipartite systems, we also propose generalizations to multipartite qudit systems. The schemes we introduce include recurrence protocols that operate on two copies, as well as hashing protocols that operate on large ensembles. We analyze properties of the protocols with respect to minimal required fidelity and yield, and study their performance in the presence of noise and imperfections. We determine error thresholds and study the dependence on local dimension. We find that our schemes do not only outperform previous approaches, but also show an improved robustness and better efficiency with increasing dimension. While error thresholds for different system sizes are not directly comparable, our results nevertheless suggest that quantum information processing using qudits, in particular for long-distance quantum communication, may offer an advantage over approaches based on qubit systems.