It would be nice to find non-avian dinosaurs (but which sort? its like saying "non-primate mammals", a massively diverse group you can't boil down to representative groups), or a placoderm, etc, but they haven't survived, so we just have to make do with what we've got. "Freaking awesome" animals tend not to survive major extinctions terribly well.

Nor do you tend to find "missing links" persisting for terribly long. Archaeopteryx wasn't a particularly talented flyer, and was outcompeted by its descendants.