Why haven't we observed mutations of new body parts?

This has been a great discussion, although I'm not sure that the original poster's question has been addressed. It seems to me he/she was asking why we have not directly observed a new limb or appendage springing forth in a species.The answer is fairly simple: The timescale required is too long. Evolution has been going on for 3.5 to 4 billion years on this planet, and we've only been studying it for a few hundred. You will not, in your lifetime observe a new limb springing up because you won't live long enough. Because of the timescales involved, we cannot study macroevolution directly. Therefore we must rely on evidence provided by the fossil record, which provides many many examples of new organs and structures developing over millions of years. Refer to the earlier discussion of Arm/Wing evolution above.

I'm not a biologist by trade so I don't know if I can bring up any which have not already been pointed out ad nauseum. I'll fall back on one that's already been brought up in this thread: arms->feathered arms->crude wings->better wings->aifoil-shaped wings.Here is a more detailed example:
Evolution of cetaceans - Wikipedia