When I go through a wall wo/ visualizing what's on the other side, I have a very random experience. Sometimes I get stuck in the wall. Sometimes I find myself somewhere completely different. I NEVER find myself on the other side of the wall (i.e. where ever I would really be if I walked through that specific wall.).

Visualizing what's on the other side of the wall may well help you get to that point. I am just now perfecting this ability - it's very powerful.

As far as technique - I would suggest kneeling in front of the wall and placing your hands on it. Visualize the wall dematerializing under your hands. When it gets jello like in consistency, start pushing yourself through. This works for me everytime. Once you have success once or twice, you will succeed at all future attempts.