If you want to see evolution in action, all you have to do is look for things with very short times between generations: insects, for instance. A major problem with bugs (from our point of view) is that their generations are so short that they can evolve fast. So what? So every farmer must be painfully aware that he has to be very careful about how he uses pesticides. If he uses too much, too often, he may force bugs to evolve rapidly and become resistant, so that the poison no longer kills them. This isn't "just a theory" -- it happens.
There are many pesticides that are now useless, because the bugs they were used on have evolved into something that is no longer bothered by those poisons. They may not be new species yet, but they are no longer the same insects, either. The U.S. Department of Agriculture and the multi-national, multi-billion-dollar agribusinesses take evolution very seriously .
Consider those other "bugs": germs. Modern hospitals have learned the hard way just how fast bacteria can evolve. They have accidentally "created," by using too many antibiotics, new breeds of super-germs that have evolved resistance to antibiotics. It's now a race: can we find new antibiotics fast enough to keep up with the mutation-and-natural-selection rates of killers like resistant staphylococcus? And if we do find something that kills it, do we run the risk of forcing it to just evolve again into an even more unstoppable form?