I have:
Graphics[{ LightBlue, Polygon[{{2/3, 0}, {2, 0}, {2, 1}, {3, 1}, {3, 3}, {2/3, 0}}], EdgeForm[Black], White, Opacity[0], Rectangle[{0, 0}, {1, 1}], Rectangle[{1, 0}, {2, 1}], Rectangle[{1, 1}, {2, 2}], Rectangle[{2, 1}, {3, 2}], Rectangle[{2, 2}, {3, 3}], Red, Thick, Line[{{2/3, 0}, {3, 3}}] }, Axes -> True] But my red line does not show up. Could it have something to do with the way I constructed my rectangles. It is last, so I expected it to be on the top layer.
Maybe I should ask is there a way to use the Rectangle and Polygon command with no filling?
Update (Thanks to Rahul): Excellent advice. This worked.
Graphics[{ LightBlue, Polygon[{{2/3, 0}, {2, 0}, {2, 1}, {3, 1}, {3, 3}, {2/3, 0}}], {FaceForm[None], EdgeForm[Black], Rectangle[{0, 0}, {1, 1}], Rectangle[{1, 0}, {2, 1}], Rectangle[{1, 1}, {2, 2}], Rectangle[{2, 1}, {3, 2}], Rectangle[{2, 2}, {3, 3}]}, Red, Thick, Line[{{2/3, 0}, {3, 3}}] }, Axes -> True] 

Opacity[0], so the line is completely invisible. To disable filling, useFaceForm[None]instead. $\endgroup$