Bees don't build advanced houses. Bees build the same type of housing as all other bees of their type.
Chimps don't have tools. They don't produce anything. They use twigs and such to get termites, but they don't make them.
Squirrels don't 'plant' nuts. They just forget where they bury them.
All true, except for the chimps one. Chimps don't make tools, but they do figure out how to use natural objects as tools. Humanity's first tools were likely just sticks and rocks, and then we figured out ways to make them better.
Well, evolution doesn't happen overnight - it is a process.
If you mean the dinosaurs when you say lizards evolving into birds, we have found fossilized feathers on some of the later dinosaurs(raptor types, for example) - something dinosaurs before them did not have, but somehow these ones did have.
Also, I can give a somewhat unnatural version of evolution that humanity has seen - dogs. Natural selection, which is part of the evolutionary theory, says that the fittest animals, those with the traits most suited to survival in their particular area, will be the ones to breed, and those who do not have those traits will likely die out. Now, with dogs we performed an unnatural version of this by breeding the traits we desired - hence the various breeds of dogs we have today. There are big ones, small ones, working ones, toy ones, ect - and each has similar traits as well, telling us they came from a similar initial animal(probably wolves). We don't generally see this occur naturally because it would require a great shift in the environment for natural selection of this degree to become necessary.
As far as missing links, fossil evidence is hard to find, so don't expect to find every transition. And we do see instances of similar species over time - one eventually replaces the other, and then they are eventually replaced, and so on.
Walking to flight - well, as with the dinosaurs from before, I mentioned raptor types. Those types already had short, stubby arms arms - they mainly relied on their strong legs, clawed feed, and teeth for fighting(much as, say a hawk, relies on it's talons and beak). Having one disadvantage does not destroy all other advantages that a creature has - we are comparably weak to most predators, and would be easily picked off without our intelligence, which is the strength that allows us to outwit predators and develop tools to enhance our natural fighting abilities.
Genetic freaks - once again, evolution is a process that takes lots of time. It happens through both natural selection and mutation. Natural selection is only traits that get passed - if I was the only person on the planet with blue eyes, it wouldn't keep me from being able to breed with everyone else. Continuing with dogs, we breed their traits, but most of them are able to breed with eachother. Then there's mutations, some of which are good, some of which are bad, some of which don't really do anything. Mutations generally only effect a few genes, so the mutated individual of the species should be able to still mate with the rest of the species, and thusly pass on the mutated genes to offspring, and so on and so forth.
Now, let's look at an example of two genetically similar species - donkies and horses. Donkies and horses, if the general premise of evolution holds true, look like they would have come from a similar species. They can also mate - a male donkey and a female horse can produce a mule. However, there's a problem with this hybrid - it's sterile. The genetics are similar enough to produce offspring, but that offspring is not viable. It's quite possible that this is what happens when a species is apart too long - one area changes, forcing natural selection to change those living in the area, and mutations sometimes occur, and over enough time the new species becomes completely incompatible with the old one. In the case of horses and donkies, the two are not quite completely incompatible yet, but are close.
Still, after having said all that, I do agree that evolution is not a perfect theory - but the general idea is sound and probably closest to what actually happens. So, it must be continued to be studied and refined.