Go to the materials room and make sure transparency is set to 0.

If you have a skirt and you rotate it with transparency on you will go mad.

The only time you can "sort of" see through objects in the preview is if transparency is set to something other than 0, otherwise they are opaque.

The fact that you are trying to model " a close fitting garment" leads me to believe that you are trying to see through the garment (by setting the garment to slight transparency) to judge how close a fit it is. Model your garment on a totally opaque black model with no hair or anything that is transparent.