How do I increase speed after collision?

I don't know about objects passing through objects, but I believe increasing speed after a collision would be accomplished using:

http://unity3d.com/support/documentation/ScriptReference/Vector3.Reflect.html

and applying that at whatever magnitude you want using

http://unity3d.com/support/documentation/ScriptReference/Rigidbody.AddForce.html

Also, how do I avoid passing through objects at a high speed?

If you are using physics do NOT use transform translation to move objects. Only use the ridgidbody to move your object

If that fails to work for you you can use this

Dont Go Through Things