Gem,
going back to the "connecting the dots" argument of yours. the nature of dots and the space between them is that you can never describe a line by a finite number of points, once you make a division and mark another set of additional points between the extremes, there's always points in between. that's why a line is an infinite group of points sharing a common characteristic.
borrowing the dots and connecting them into the theory of evolution, or, in fact, anything that describes something moving, either in space or time, you replace the lines and points with processes and recognizable states. the constantly moving (more or less) nature of time makes it impossible to observe a process at any one point; if you freeze it, it stops happening and what you see is just another stage of it. processes are described by the entry state and the resulting state, what the process constitutes is derived from these along with perhaps observations inbetween set extremes.
now. let's get on to the "real big steps" that "have not yet been observed". evidence of big steps is lying all over the planet; if you want to see them for yourself, you'd need a lot of coffee to stay awake for a really long time, now for me that sounds a lot like trying to make a fearful rejection sound like scientific curiousity. tsk tsk. it has been proven that it happens in smaller steps, why would you really disbelieve the big steps? when you turn on your lamp you see that it emits light which lets you see. now take it a step further and look at the Sun - oh it emits light allright! and the stars - yet further away, but they emit light like you'd expect them to as an energy source, and I think you at least agree that in that far off other corner of the Universe, an energy source like that emits light no matter if it's bigger, smaller, stronger, weaker, and that we could be able to see it with the right instruments or actually being there - being sure it's the same good ol' buddy Light and our great friends, the eyes and the brain.
or take gravity. commonly and bluntly speaking, the force that pulls masses together (it's a rough approximation of it, bear with me), that it exists is pretty obvious, and mark that it was discovered and described long before humans knew the actual mechanisms that make gravity work like it does. that can be also said about light.
now, faced with these thoughts, when you look at evolution, can you really say that the evidence doesn't justify acknowledging it? sure, we may not know the exact shape of it to every last bit of the processes that constitute it, but it shouldn't stop you from acknowledging it as scientifically sound and worth looking more into? accept the current face of it, delve deeper, describe it better, but DON'T make up things just out of your head to fill the gaps, like creationists do.
also. being a proud ( ;-) ) human being I don't think there's anything we won't eventually find out, sometime (unless we don't survive long enough). unless, of course, the Universe is actually n-dimensional :-)
though... a wild OT thought just now... would it be even possible to modify the human organism to perceive more dimensions that what we perceive now?
It is not the critic who counts; not the man who points out how the strong man stumbles, or where the doer of deeds could have done them better. The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood, who strives valiantly; who errs and comes short again and again; because there is not effort without error and shortcomings; but who does actually strive to do the deed; who knows the great enthusiasm, the great devotion, who spends himself in a worthy cause, who at the best knows in the end the triumph of high achievement and who at the worst, if he fails, at least he fails while daring greatly. So that his place shall never be with those cold and timid souls who know neither victory nor defeat.