The total transmissivity of stadard lamp glass is well over 99%, and it is made as thin as possible to keep this value high. About 3% light is reflected from the inner surface, but the light lost is not as much as this because what is reflected simply travels across the bulb and the bulk of it passes out the other side.
Ordinary bulbs use a very pure grade of soda-lime glass similar to window glass. Newer tungsten halogen lamps are made from quartz glass instead (which is >96% Silica) or a glass called aluminosilicate. These do not contain impurities which would interfere with the operation of the halogen chemicals inside, and they enable lamps to burn brighter for longer. Quartz has been used for decades though and it is unlikely it will be superseded for mass production lamps for many years. Some work has been done in making lamps with translucent ceramic bulbs which are capable of operting at higher temperatures and greater internal gas pressure, but really I think that their cost is so high for the small advantage they give, that they will not leave the research labs.
Incandescent lamp technology does have phenomenal scope for further improvement, but at present there are cheaper ways of developing new light sources on other technologies so the filament lamp is not really progressing much. Perhaps the easiest way to improve incandescent is to capture the wasted heat and turn it into light - several lamps employ a coating on the glass which lets light pass through, but reflects heat back to the filament. That makes the filament hotter and glow brighter for no extra power input. Its easy to get 30% more light this way and there are a severla lamps of this type already on the market.
To go any better, you have to look to filament materials other than tungsten. Silicon carbide and Hafnium carbide are two leading contenders, both to be used in slightly different ways. These materials can burn brighter than tungsten and don't evaporate away (burn out) so fast and also they produce far less heat for the same light output. No products like this are available yet but you can expect to hear more on the development of these probably within 5 years time or so.
Chris - feel free to show that LED graph on here. I would do it myself now but I can't find the file so if you still have it, please add it on.
Best regards!
James.