I always thought that students didn't wear muggle clothes. That's what really makes me mad about the third movie... As Minna said, if wizards wore muggle clothing, then why would they be so bad as dressing as muggles?
As for the whole robe thing (which I know is not what you want, Minna, but I feel the urge to answer!) I think students would put their robes on over whatever they are wearing, for the first night. After that they could choose to do whatever they wanted, and in Snape's case, obviously wearing just his knickers under his robes!
As for the doors, I think that are opaque. I don't have the sixth book with me right now, but is Carole says there are blinds, I'm siding with Carole! She's pretty much always accurate. There's also many times when Harry and co are talking in a compartment, and they want a little privacy so they can close the door, lock it, shut the blinds, whatever it takes to let them talk freely among themselves.