[taken from the "transitional species" faq...]

Transitional fossils from early eutherian mammals to primates:

Early primates -- paromomyids, carpolestids, plesiadapids.  Lemur-like
  clawed primates with generalized nails.
_Notharctus_, an early Eocene lemur
_Parapithecus_, a small Old World monkey (Oligocene)
_Propliopithecus_, a small primate intermediate between _Parapithecus_
  and the more recent O.W. monkeys.  Has several ape-like characters.
_Aegyptopithecus_, an early ape.
_Limnopithecus_, a later ape showing similarities to the modern gibbons.
_Dryopithecus_, a later ape showing similarities to the non-gibbon apes.
_Ramapithecus_, a dryopithecine-like ape showing similarities to the
  hominids but now thought to be an orang ancestor.
_Australopithecus_ spp., early hominids.  Bipedal.
_Homo habilis_.
_Homo erectus_.  Numerous fossils across the Old World.
_Homo sapiens sapiens_.  This is us.  (NB:  "Cro-magnon man" belongs
  here too.  Cro-magnons were a specific population of modern humans.)
_Homo sapiens neanderthalensis_ (not on the direct line to _H. sapiens
  sapiens_, but worth mentioning).