Well...Thermal Scopes..gives a multi coloured image, showing hot areas...you can also get infra red scopes, which give you a grey scale image, but I am not sure if they can see through walls.
But, having seen through teh wall...you need something punchy at close range to shoot through teh wall.
UNless say, its a window, with curtains concealing teh view...or a thin thermalite wall or similar....i dont think many .308 or .338 rounds could go through a wall properly..unless they were armour piercing.
Your looking at .50 BMG for anything at reasonable range or the Cheytac, which despite being smaller, actually has better AP qualities than even AP specific 50BMG rounds....giving full penetration and then some on 1/2 inch armour plate at 600 yards...but they do do AP specific Cheytac rounds...which are even better.