@synchro - But we now know we lived alongside neanderthals and probably other cousins for some time - some researchers are even now suggesting some ancient examples of cave art might not have been made by modern humans, as had long been presumed. That is, we're beginning to see clues as to neanderthal culture and how they thought.
All of the evidence is consistent with a continuum of migrations and resulting adaptations causing ongoing speciation of the lineage. We're not a final, terminal result but are continuing to change - undergoing graciation of the skeleton and musculature, increase in height, brain:body mass ratio, and these are just off the top of my head - i'd bet paleoanthropologists and even good anatomists could tell you of more ongoing adaptations.
Neuroscientists, molecular biologists and geneticists have recently been making great strides in understanding epigenetic evolution - hence we now know that gene expression in individual cell nuclei is being constantly reprogrammed in response to multiple variables; whereas we previously thought all of our cells contained an identical copy of our genome, which remains the same from cradle to grave, we've established that not only is the genome we die with not the same one we were born with, but that this holds true individually and perhaps uniquely for every cell in our bodies, and is especially important in neurons. Hence the ability to remember what we ate for breakfast is likely a direct result of our ongoing genetic evolution. That is to say, genetic evolution and hereditary is horizontal, or Lamarckian, as well as vertical (Darwinian). We absorb genetic information about our lives and pass it on to our offspring. This is a key departure from the strict 'survival of the fittest' paradigm, where chance mutations are selected upon by random pressures, to a view of inherited specialisation, of causal, pre-emptively guided and non-random selection.
A simple hypothetical example of this might be desert penguins. If we marooned enough penguins in a desert, most would die and a few lucky individuals might have a slightly better tolerance for the new conditions.
Darwin would say that their offspring might have a 25 or 50% chance of inheriting the advantage, and that nature would simply be selecting the lucky hands from a random shuffle. Lamarck however believed that the necessary adaptations would occur because of the parent's experience, and be handed down accordingly. The triumph of Darwin in accurately predicting and explaining the mechanisms of evolution lead us to believe the vertical solution was the only one, and that horizontal evolution was a false start. Creationists have made great capital from this misconception, however it has now been decisively overturned. Gene expression is a function of methylation, the binding sites depend on how the genome is folded and hence which parts are outside vs inside the knot, and all these kinds of evolutionary mechanisms are being verified and clarified all the time.
In reality there are no more "missing links" than there are distinct, static or in any sense ' complete' or final human forms today - we're all 'missing links' (if not missing a few links) and so were all our forebears...