When I think of missing links - I think of our link to the ocean. Life did start in the Ocean. So I think of all the mammals that breathe air, and live partially on land, like walruses and seals.
They are more at home in the water, and their flippers are used as legs while on land - hence the link between water and land.
There is a cool video on YouTube about the evolution of flight that talks about the Archaeopteryx quite a bit. Its a Pretty cool little documentary.