Well, that depends on the solid! Neither the radio waves nor the light
waves are particularly good at penetrating into conductors, like
metals. Light waves are good at penetrating glass, and I suppose the
radio waves are too. Saltwater is more or less transparent to light
waves but not to radio waves.
On your first question, yes, light in the visible spectrum has
more energy per photon than a radio wave. The penetration depth of
electromagnetic radiation does not depend (except in some unusual
cases) on how many photons there are.
Many solids do not allow light to be transmitted through them
because of all the opportunities there are for the light to be
absorbed. The rate at which light is absorbed by a substance depends on
the availability of energy states of the molecules of the substance
which have energy differences equal to the energy carried by the light
waves. Glass transmits light because no transitions are allowed between
electron states which are stuck to the silicon dioxide matrix and the
next energy states up, which allow the electrons to propagage (this
requires too much energy). Get the frequency of the light high enough,
and the glass will start scattering and absorbing the photons.
Many materials have allowed transitions within the energy range of
photons of visible light. Some materials have more allowed states for
some energy ranges than others, causing them to be colored. The energy
of a single photon in a radio wave often isn't enough to get anything
moving in many substances, and the radio wave then just passes through.
Radio waves can often be thought of more classically, in that they
create (nearly) static electric fields which can push and shove the
electrons around in materials which can allow that. Microwave ovens,
for example, use radio-frequency waves to excite vibrational states of
water molecules, but also to cause ions to flow around inside the food,
resistively heating it.
(published on 10/22/2007)