Transitional forms are actually out there, but you have to know what you’re interpreting. The whale sequence is a good example: you have forms ranging from large-headed splay-legged land-dwelling carnivores right down to serpentine whale-like forms, each moving one step closer on the land-dwelling-carnivore-to-modern-whale line.
In the case of membrane-winged flyers (bats and pterosaurs), one can model that after the modern flying squirrels and colugo, which use flaps of skin to glide from tree to tree, in a controlled gliding fall like a balsa airplane, rather than powered flight like birds. Obviously, as they got better at and more dependent on their capabilities, and the arm-flap membranes became more aerodynamic, it was only a short step to flapping and hence to flight.
Birds, on the other hand, probably had a different pre-adaptation. Being small dinosaurs (or the closest thing to it) and hence probably warm-blooded, they needed insulation to help maintain a constant body temperature. Scales that “raveled” a bit at the edges, trapping body-heated air, helped, and those which grew scales that trapped more warm air were selected for. This led to down, and that in turn to contour feathers. Now, if you’re a partially-arboreal feather-covered small dinosaur, flapping your arms as you move about helps maintain balance and enables gliding – and you’re into the same process as led to bats and pterosaurs.
The earliest amphibians appear to have been aquatic (Google Ichthyostega and Acanthostega) and were basically lobe-finned fish that had converted the bones making up the skeleton of the fin lobe into something that would support the heavy-bodied creature. If you lived in stagnant ponds, this facilitated crossing land to get to another pond with better water and more prey. The crossopterygians (the fish group made up of the lobefinned fish), like most primitive fish, had a lung which was used both to supplement gill respiration and for buoyancy. Again, with strong footlike pectoral and pelvic fins, the ability to breathe air, and a lifestyle that involved crossing land (originally to get to better water), it was simply a matter of spending more time on land, and improving your land-using adaptations that you’d originally evolved for quite different purposes, in order to exploit new niches (like eating insects, which had already colonized the land several tens of millions of years previously).
While it’s certainly true that evolution doesn’t disprove the existence of God, that’s like saying the theory of gravity doesn’t disprove God. Science isn’t about proving or disproving Godpp He exists (if He exists) outside the realm of science. The important thing, as you very clearly noted, is that evolution by natural selection doesn’t REQUIRE a God to exist. His existence or non-existence is completely irrelevant. If someone wants to tack on God to the theory and say that belief in God is compatible with our understanding of evolution, have at it. It doesn’t affect the theory one way or the other.
While it might be possible that pterosaurs and/or bats evolved from gliding ancestors, I would rank it as “highly unlikely”. Simply evolving a membraned airfoil is not sufficient for powered flight - the flight stroke is the key. And there are no indications that any membraned glider has ever gone on to evolve anything resembling a flight stroke (of course, there aren’t many indications that they haven’t either; as I mentioned previously, the fossil records for both groups are rather lacking where their origins are concerned). All extant gliders make for poor intermediates on the way to powered flight (if one were to interpret them as such), and I would go so far as to say that gliding in general makes for a poor transitional stage between non-flight and powered flight (except, perhaps, in the case of human-constructed flying machines).
Feathers are no longer believed to have evolved directly from scales per se. See this EvoWiki article for details.
Also, “pre-adaptation” is not the preferred term for structures which later get co-opted for a different use, largely because of its connotations of a directing force: “exaptation” is the generally prefrred term nowadays.