We don't know if any fossil is our direct ancestor, as discussed before. We can dig up a modern human fossil and not know if that individual has descendants based on morphology alone. Only through genetics can we determine direct relatedness, and the hominid transitionals do not have any DNA (except for Homo neanderthalensis).
As for a list of the fossils, wiki has a decent page:
List of human evolution fossils - Wikipedia, the free encyclopedia
The major evolutionary trends are found in the skull and pelvis. Starting with the Australopithecines, you see a pelvis very much like ours, and unlike other apes. This is a great image for a comparison of the pelvis:
On the far right you have a chimp pelvis. You will notice that the iliac blade is turned towards the back (i.e. dorsal). In humans (on the far left), the iliac blades are turned towards the side. The middle two pelvises are australopithecus and ardipithecus, both of which have iliac blades on the sides as is the case in humans. Auastralopithecines also have an inward angled femur, just like humans. These are all adaptations for bipedality. A short, squat pelvis with iliac blades on the side with inward angled femurs is what allows us to balanc our weight over our feet, and we find that very thing in hominid transitionals.
At the same time, the skull of australopithecines if very ape like. They have large brow ridges, a jaw that juts forward, a more narrow pallete, and a larger lower jaw. Here is a nice comparison of many transitional skulls, including a chimp skull at A for comparison.
These are arranged in chronological order, and what you will see is a gradual increase in cranium size, a reduction of brow ridge size, and a reduction in the prognathus of the jaw (prognathus = jaw juts forward).
As to how humans evolve, that would be through evolutionary mechanisms which include random mutation, selection, and speciation.