The melting-like transition in sodium clusters Na_N, with N=55, 92, and 142 is studied by using constant-energy molecular dynamics simulations. An orbital-free version of the Car-Parrinello technique is used which scales linearly with system size allowing investigation of the thermal behaviour of large clusters. The ground state isomer of Na_142 (an uncomplete three-shell icosahedron) melts in two steps: the first one (at approx. 240 K) is characterized by the high mobility of the atoms located on the cluster surface; the second, homogeneous melting (at approx. 270 K), involves diffusive motion of all the atoms across the cluster. For the case of Na_92, the icosahedral structure has a larger number of surface vacancies, and melts in two well separated steps, surface melting at approx. 130 K and homogeneous melting at approx. 240 K. Na_55, a complete two-shell icosahedron, melts in a single stage at approx. 190 K. Our results on homogeneous melting for Na_142 and Na_92 are in excellent agreement with recent experimental determinations of melting temperatures and latent heats. However, the experimentally observed enhancement of the melting temperature around N=55 is not reproduced by the calculations.