The view of a photon as a particle, IE a little ball traveling along the wave, is incorrect. Light IS an oscillating electromagnetic wave. It is not a little ball. It is only a "particle" in the sense that it carries with it a certain amount of energy that isn't dissipated during travel.
Photons are bosons, not fermions, and as such do not obey the Pauli Exclusion Principle. They can and do travel "through" other photons. Fermions are particles such as Protons, Neutrons, and Electrons. The exclusion principle describes the observation that no two of those particles can occupy the same spot in space AND have the same Quantum Numbers. (Which describe the properties of each particle, such as energy level and spin) It is a direct result of that principle that matter has volume. Most of the atoms that make up all matter is simply empty space. It only has volume because the electrons cannot occupy the same spots and cannot get close to the nucleus on average.
Light travels at a velocity called c. It is a fundamental constant in science and is 299,792,458 meters per second. Light travels at this speed because it is massless.
If you want more on any of this I highly recommend seaching wikipedia on anything above. There is a wealth of information there.