People don't realise that each time a 'missing link' is discovered, that immediately creates even more missing links. Evolution is often illustrated as a ladder or a chain, but that image is rather false. Species have evolved in every way imaginable and in many directions. The 'missing link' argument, mainly used by creationists, is an absurd one. It is impossible to discover and document every single organism and species that have existed, therefore theoretically, the missing link will always exist. As you said correctly, there are millions of them. Every fossil discovered, the embryology and anatomy of species and the last few years even our DNA sequences, provide more than enough evidence for Evolution.