Artist Carl Buell has a lovely picture of the Ambulocetans natans, a progenitor of the whale, which is updated with the latest scientific information. You can see it on his photostream on flickr.
Update: The Flickr photo is offline, so here is a similar image from National Geographic: The Walking Whale.
Here’s an image by Carl Buell from the University of New Zealand’s marine mammals wesbsite: Artist’s impression of Ambulocetans natans, courtesy of Carl Buell.
Here’s a different image by Carl Buell, from an evolution website.