| One of the trickiest tasks for proponents of the Theory of Evolution is to effectively trace the development of specialized structures such as the eye or the wing, and to explain how their intermediary structures served an evolutionary purpose. The problem is this: wings as they are found today are very useful for birds, but how much adaptive sense could they have made in their earlier stages, before they evolved into the perfectly-shaped, well-balanced structures that allow for flight? At some point they must not have worked well, and that would be a liability for the creature because not only would it have had these ungainly appendages that may not work very well, it would have had to spend valuable time and energy actually growing them. What good is growing these appendages if they don't have any significant purpose? What good is half a wing?
Even Darwin found this task to be daunting, remarking: "To suppose that the eye, with all its inimitable contrivances for adjusting the focus to different distances, for admitting different amounts of light, and for the correction of spherical and chromatic aberration, could have been formed by natural selection, seems, I freely confess, absurd in the highest degree." Charles Darwin, 1859
In order to have a viable theory, one must be able to trace an organ's development so that each stage is beneficial and evolutionally adaptive. Here is a possible evolution of the eye, taken from the book Eye and Brain by Richard Gregory, as presented to me in a Cognitive Science-related Visual Perception workshop:
First, let's start off with a water-based single-celled organism, for all intents and purposes the simplest form of life we can consider. Next we must come up with a simple way to register light, and probably the simplest way of doing so is with a light-sensitive molecule. Light-sensitive molecules, which change state when hit by a photon, are very common and it is reasonable to assume sometime during its development, the single-celled organism developed a molecule that just happened to be light-sensitive. Over time, this molecule could be built into an organelle which would probably be placed next to an edge for best light detection. (These organisms aren't that big, so basically anywhere would be near an edge)
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|____o|
To improve directionality, we would place the organelle in a type of pit. This would allow it to restrict the direction of light that it detected, giving it more information about the light's source.
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| o__|
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Next we could place a few more organelles along the pit, and if we keep track of which one was activated, we have even more idea about where the light emanated from.
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| o_o|
|___o| \
\
\ -light from a particular direction
Finally, perhaps the organism would develop some sort of covering to the pit to protect it from grains of sand or other intruders. Over time, this covering could grow to deform and bend the light, and here we have the rudimentary basis for a lens, from which we can see how easily this can lead to an actual eye.
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| o_o|
|___o|__)
Whether or not this is actually the way eye developed, it is a fairly viable theory, and if nothing else, illustrates that complex structures can be built from scratch with every step of the way making good evolutionary sense.
Notes: Sorry for the horrible ASCII Art. By the way, cells most likely are roundish, and do not have 90 degree angles. Also, somewhere along the way we went from single-celled to multi-celled organisms, but the leap isn't that important. :) If anybody has a better way of drawing cells, /msg me!Thanks to BluePlanet for pointing out that light-sensitive molecules respond to photons, not protons! | 
