Transition from reptiles to mammals:
Pelycosaur synapsids -- classic reptilian skeleton, intermediate between
  the cotylosaurs (the earliest reptiles) and the therapsids (see next)
Therapsids (e.g. _Dimetrodon_) -- the numerous therapsid
  fossils show gradual transitions from reptilian features to
  mammalian features.  For example: the hard palate forms, the teeth
  differentiate, the occipital condyle on the base of the skull doubles,
  the ribs become restricted to the chest instead of extending down the
  whole body, the legs become "pulled in" instead of sprawled out, the ilium
  (major bone of the hip) expands forward.
Cynodont theriodonts (e.g. _Cynognathus_) -- very mammal-like reptiles.
  Or is that reptile-like mammals?  Highly differentiated teeth (a classic
  mammalian feature), with accessory cusps on cheek teeth; strongly
  differentiated vertebral column (with distinct types of vertebrae for
  the neck, chest, abdomen, pelvis, and tail -- very mammalian), mammalian
  scapula, mammalian limbs, mammalian digits (e.g. reduction of number of
  bones in the first digit). But, still has unmistakably *reptilian*
  jaw joint.
Tritilodont theriodonts (e.g. _Tritylodon_, _Bienotherium_) -- skull
  even more mammalian (e.g. advanced zygomatic arches).  Still has
  reptilian jaw joint.
Ictidosaur theriodonts (e.g. _Diarthrognathus_) -- has all the mammalian
  features of the tritilodonts, and has a *double* jaw joint; both the
  reptilian jaw joint and the mammalian jaw joint were present, side-by-side,
  in _Diarthrognathus_'s skull.  A really stunning transitional fossil.
Morganucodonts (e.g. _Morganucodon_) -- early mammals.  Double jaw joint,
  but now the mammalian joint is dominant (the reptilian joint bones are
  beginning to move inward; in modern mammals these are the bones of
  the middle ear).
Eupantotheres (e.g. _Amphitherium_) -- these mammals begin to show the
  complex molar cusp patterns characteristic of modern marsupials and
  eutherians (placental mammals).  Mammalian jaw joint.
Proteutherians (e.g. _Zalambdalestes_) -- small, early insectivores with
  molars intermediate between eupantothere molars and modern eutherian
  molars.