I get annoyed when people lump together microevolution (bird's beak size changing, color changing, size, proportions, etc.), which has been proven to occur, and macroevolution (i.e. mouse to elephant/cell to starfish, etc.). I find it interesting that the 'old' theory describing this, predicted within a few dozen generations you should be able to turn a mouse into an elephant. That theory sort of died when they killed all the mice and more 'evidence' of the increased age of the Earth came around, so they conveniently expanded the timescales so that no matter what experiments they did, they should not see such a change.
I would say that modern evolution theory (marco and micro) is based around the idea that mutations accumulate over generations and change the creature into another completely different form. These mutations are thought to drive the natural selection process, by providing the variety necessary for selection. However if you just take a look at simple gene recombination, you can see that variety comes from this mechanism, not gene mutation. The critical part of this argument is this, this mechanism cannot start on its own, and does not lead to macroevolution. As a result it has been ignored.
One example of simple gene recombination leading to variety is in the large number of breeds of dogs there is now, with selective breeding over thousands of years. Sure gene mutations (which are almost always deletions, and almost always harmful) contribute to this variety, but the genetic information for the variety is already in the DNA. I find it very interesting that as scientists probe the human genome, there was much less 'junk' DNA (if there is truly any) than originally thought, which is predicted by modern macroevolution.
So to sum it up, macroevolution has not been proven, and cannot be proven until something like an insect turning into a mammal is observed. Macroevolution cannot have the same status as microevolution until something like that is observed.