I’m tickled to see that my work on stonefly flight has come up in this discussion. One thing that is worth adding here is that a gills-to-wings transition would require a simultaneous change in gas exchange, since a sophisticated wing is unlikely to also be an effective gill, and the physics and physiology of gas exchange are very different in an aquatic versus a terrestrial environment. My research shows that modern stoneflies may have retained intermediate forms of flight that date back to an evolutionary transition from gills to wings, and therefore perhaps they have retained other traits related to a transition in gas exchange physiology. This line of thinking led me to suggest to Thorsten Burmester, an expert on arthropod gas exchange proteins, that he should check to see if stoneflies have hemocyanin in their blood. This was a pretty far out idea, since blood-based gas exchange is what other arthropods use (including aquatic ones) but was previously thought to be completely absent in insects, which deliver air directly to their tissues via tracheae. Burmester found that stoneflies do indeed have hemocyanin in their blood (Proceedings of the National Academy of Sciences 101: 871-874) that reversibly binds oxygen, and it appears that no other pterygote insects possess this trait. In summary, the developmental evidence that you have presented for a gills-to-wings transition is supported by both a set of mechanically intermediate forms of winged locomotion in stoneflies and molecular evidence that a simultaneous transition occurred in gas exchange physiology.
Jim Marden’s homepage at Penn State University with quick time movies from their studies
Hagner-Holler, S., A. Schoen, W. Erker, J.H. Marden, R. Rupprecht, H. Decker, and T. Burmester. 2004. A respiratory hemocyanin from an insect. Proceedings of the National Academy of Sciences 101, 871-874. ( Abstract ),( full text )
Marden, J.H. and M.A. Thomas. 2003. Rowing locomotion by a stonefly that possesses the ancestral pterygote condition of co-occurring wings and abdominal gills. Biological Journal of the Linnean Society 79, 341-349 ( Full text )
Thomas, M.A., K.A. Walsh, M.R. Wolf, B.A. McPheron, and J.H. Marden. 2000. Molecular phylogenetic analysis of evolutionary trends in stonefly wing structure and locomotor behavior. Proceedings of the National Academy of Science 97:13178-13183 ( full text )
Marden, J.H., B.C. O’Donnell, M.A. Thomas, and J.Y. Bye. 2000. Surface-skimming stoneflies and mayflies: the taxonomic and mechanical diversity of two-dimensional aerodynamic locomotion.Physiological Zoology 73, 751-764. ( abstract ) ( full text )
Marden, J.H. and M.G. Kramer. 1994. Surface-skimming stoneflies: a possible intermediate stage in insect flight evolution. Science 266, 427-430. (abstract)