This review is motivated by the fast progress in our understanding of the physics of particle-laden turbulence in the last decade, partly due to the tremendous advances of measurement and simulation capabilities. The focus is on spherical particles in homogeneous and canonical wall-bounded flows. The analysis of recent data indicates that conclusions drawn in zero gravity should not be extrapolated outside of this condition, and that the particle response time alone cannot completely define the dynamics of finite-size particles. Several breakthroughs have been reported, mostly separately, on the dynamics and turbulence modifications of small inertial particles in dilute conditions and of large weakly buoyant spheres. Measurements at higher concentrations, simulations fully resolving smaller particles, and theoretical tools accounting for both phases are needed to bridge this gap and allow for the exploration of the fluid dynamics of suspensions, from laminar rheology and granular media to particulate turbulence.