We present a comprehensive study of the slip and flow of concentrated colloidal suspensions using cone-plate rheometry and simultaneous confocal imaging. In the colloidal glass regime, for smooth, non-stick walls, the solid nature of the suspension causes a transition in the rheology from Herschel-Bulkley (HB) bulk flow behavior at large stress to a Bingham-like slip behavior at low stress, which is suppressed for sufficient colloid-wall attraction or colloid-scale wall roughness. Visualization shows how the slip-shear transition depends on gap size and the boundary conditions at both walls and that partial slip persist well above the yield stress. A phenomenological model, incorporating the Bingham slip law and HB bulk flow, fully accounts for the behavior. Microscopically, the Bingham law is related to a thin (sub-colloidal) lubrication layer at the wall, giving rise to a characteristic dependence of slip parameters on particle size and concentration. We relate this to the suspensions osmotic pressure and yield stress and also analyze the influence of van der Waals interaction. For the largest concentrations, we observe non-uniform flow around the yield stress, in line with recent work on bulk shear-banding of concentrated pastes. We also describe residual slip in concentrated liquid suspensions, where the vanishing yield stress causes coexistence of (weak) slip and bulk shear flow for all measured rates.