Particle settling experiments are seemingly simple but a number of surprising phenomena have been observed in the past. A review of observations on exceedingly long (when compared to the relaxation time of the fluid) velocity transients and time effects is presented. This is complemented with new experimental results on time effects in shear-thinning fluids which are very surprising indeed for Carbopol which on a time scale of hours shows no relaxation of the wake structure at all. In fact the opposite occurs: the time effects seems to become stronger. Also the effect of shear flow on single particle settling is considered. It is shown that for shear-thinning gel-like fluids it is possible to calculate the settling velocity if the viscosity at the prevailing shear rate is entered into Stokes' Law. For shear-thinning fluids which display a low shear rate viscosity plateau this appeared to be possible only in the Newtonian range of shear rates whereas at higher rates, in the shear-thinning regime, the particles settle more slowly than calculated on the basis of the viscosity alone. Experiments with two, or more, settling particles indicate that the interaction between particles is complicated by the time effects in the wake of the leading particle. Also elastic effects are shown to be important and in our experiments seem to cause particle dispersion by themselves.