We investigate the sedimentation of concentrated suspensions at low Reynolds numbers to study collective particle effects on local particle velocity fluctuations and size segregation effects. Experiments are carried out with polymethylmetacrylate (PMMA) spheres of two different mean diameters (190 and 25 mu m) suspended in a hydrophobic index-matched fluid. Spatial repartitions of both small and large spheres and velocity fluctuations of particles are measured using fluorescently labelled PMMA spheres and a particle image velocimetry method. We also report measurements of the interstitial fluid pressure during settling. Experiments show that size segregation effects can occur during the sedimentation of concentrated suspensions of either quasi-monodisperse or bidisperse spheres. Size segregation is correlated to the organisation of the sedimentation velocity field into vortex-like structures of finite size. A loss of size segregation together with a significant decrease of the fluid pressure gradient in the bulk suspension is observed when the size of vortex-like structures gets on the order of the container size. However, the emergence of channels through the settling zone prevents a complete loss of size segregation in very concentrated suspensions.