You have to understand the nature of the photon. You turn on a lamp, and a photon is generated from the filament; it then passes through the glass of the bulb and into your ambient (atom-rich) atmosphere, thus diffusing into the room. Photons travel only in a straight line, so it has to be passed from one atom to another when it travels through "clear" matter. Visible light can do this in crystalline structures because of their actual physical layout on the atomic level. The atoms in the latticework of a crystal is very conductive in terms of the (visible light) photons.
The photon does not, however, pass through the matter that makes up the glass; rather, it's being passed along from atom to atom via "elevated" or "excited" states in the atom's electrons. Basically, it's like, when it comes to visible light, the crystalline lattice structures on an atomic level are very close together and harmonic with those frequencies of vibration, so they pass the energy (not the photon) through the dense atomic structures in the crystalline material with very little opacity or diffusion, refraction, etc.
Now, when the light leaves the filament, its photon contacts the inside of the glass bulb. If there's a billion atoms in between the inside of the glass and the outside of the glass, there's a billion photons being generated (each atom receiving a photon goes into an excited state until a threshold is reached where in the electron's orbit collapses, releasing a photon) but they're being passed on with great efficiency -- at least for the bandwidth or spectral subset you're dealing with. As in the "Glass being opaque to infrared" example mentioned in this thread, metals can be practically transparent to infrared but extremely opaque visible frequencies of radiation.
Oddly enough, when some metals are supercooled, they become transparent.