Recent advances in the study of suspensions of small particles are reviewed. The advances considered fall within the categories of suspension rheology, sedimentation, dynamic simulation, and experimental techniques. One subtopic emphasized throughout this review is hydrodynamic diffusion, which arises due to the fluctuating motion of particles as they experience interactions with neighboring particles in a sheared or sedimenting suspension. The net effect of these interactions is that particles will migrate from regions of high concentration to low concentration, and from regions of high shear to low shear.