Evolution is not a planned event. Speaking from a scientific point of view, the evolution of organisms through time has always occurred by accident. Evolution occurs when one or more genes within an organism mutate, creating different phenotypes. For example, at some point in earth's history, a fish was born, and the genetic code for its fins was mutated, giving it structures that were more foot-like. This fish survived, passed on the mutated gene in its offspring, and eventually fish began to crawl out of the sea. This phenomenon was accidental, beneficial in this case, but accidental none-the-less.
Mutations like this are very rare, and even rarer are the events in which a mutation is beneficial. Most mutations are unhelpful and actually impede the survival chances of the particular organism. These unhelpful mutations do not survive within a species because the organism is often dies as a result of the "survival of the fittest" ethos that exists in the wild.
Do organisms always evolve into more complex forms? It would certainly seem that they do when we see plants, animals and fungi that have all evolved from chains of proteins. It would seem therefore that the answer is obviously yes, as a species evolves more complex mechanisms are often beneficial and so are passed on through the species. However, when one really studies the animal kingdom, a few oddities arise.
It is often the case in the natural world that the simplest organism is the strongest. This is certainly true when you look at bacteria, the most successful set of organisms on the planet, which are microscopic in size.
When we think of evolution in terms of accidental variation, it is just as likely that the mutation will cause a loss of something rather than a gain of something. In other words, it is just as likely that a more complex phenotype will arise as it is that a less complex one will. What judges whether or not the mutation survives is its ability to allow the organism to survive, and sometimes the most basic organisms are the most likely to survive.
Despite the fact that usually more complex organism arise from less complex ones (I don't deny that), I do not rule out the possibility for an organism to evolve into a less complex one if it is beneficial, and there are some circumstances, such as a change in habitat or a new climate that can trigger evolution to go backwards. Organisms do not always evolve into more complex forms.