We did not come from monkeys. We came from a form that evolved two seperate ways.
And the in between forms likely would have died off; evolution only causes a new trait to become widespread if it works well. If we evolved the way we did, its likely that our traits made us more fit than the other forms, causing us to become widespread, and thus allowing us to become prominent. Any in betweens would not have as many children, and so eventually die out.
The only thing that stops me from saying evolution is the best choice is that the whole land animal -> whale streches the limits of imagination. At some point there would have had to been offpsring that mutated to be unable to walk on land anymore; its parent would not stay in the water most likely, and it would die. It seems unfeasible no matter how I look at it.
Microevolution, such as small traits evolving, like butterflies changing color, makes sense, but large evolutions do not.