Metal conduit is typically the ground.

I wired my basement with metal conduit, and was later told by the inspector that I had to run a ground wire through the conduit. His explanation was that the joints between the conduit lengths don't always make a good contact. It wasn't a big project, just pull the old wire out, add a third, green wire, and pull them all back.

It was all 1/2" and 3/4" EMT. The connectors were either set-screw or compression type (some of each); does that make a difference?

Nope. As long as they're listed for EMT connections, there's no problem. A screw(s) provide more than enough gasproof connection.

mtvhike - can tell you there are hundreds of thousand of homes in the Chicagoland area where conduit is required an nobody is running ground wires. If you are in an area where conduit is not used very often, the inspector might just not be knowledgeable.

On the other had, I had a friend who had a property were the foundation was collapsing inwards. Someone had run a new circuit (in conduit) after the foundation had collapsed. Straightening the foundation ripped the conduit apart at the joint. I wish I had taken a picture but I seem to recall at least 10" between the two sections. I guess there was just enough slack in the wire because the circuit still functioned (albeit without a grounding conductor).