Looking for all the Links

This is an idea I haven't seen explored on any of the sites I've been to, not the evolutionists, not the creationists, not the intelligent design. I can conclude from this that either I am a creative free-thinker who is thinking outside the box, I haven't been thorough enough in my research, or the answer to this is obvious and I just didn't see it. If the latter is true, you have my permission to be condescending and smug in your comments.
Where are all the links? According to mainstream evolutionary theory different species evolved through mutation. An organism underwent a mutation, possibly caused by the sun's radiation, and became slightly more advanced that the origin. Because it was better adapted, more complex, and more highly evolved, it had a survival advantage over the original. This mutant, after a long period of time underwent another mutation. The second mutation was again more complex and had a greater chance of propagating and surviving since it was more highly evolved. This continued over many, many steps and over a very long period of time until the original had changed into a much different species. So, where are all the links?
For example, it is theorized that human beings evolved from chimpanzees. If a chimpanzee mutated and formed a slightly more advanced organism, why did the more evolved organism die out and the chimpanzee remain. Two steps more advanced from the chimpanzee should have had an even better chance of surviving but there are no signs of it, not to mention the third more advanced step and the fourth, fifth, sixth, hundredth, thousandth, etc. If evolution is the way that we came into being, shouldn't all the steps leading up to us be living in the world today. Why would they all die out when organisms that were thousands of steps behind in evolutionary complexity and organization did not?