A team of Princeton University scientists analyzed proteins involved in energy production of cells and discovered that they have the ability to control their own evolution:
"The discovery answers an age-old question that has puzzled biologists since the time of Darwin: How can organisms be so exquisitely complex, if evolution is completely random, operating like a 'blind watchmaker'?" said Chakrabarti, an associate research scholar in the Department of Chemistry at Princeton. "Our new theory extends Darwin's model, demonstrating how organisms can subtly direct aspects of their own evolution to create order out of randomness." [...]
Chakrabarti and Rabitz analyzed these observations of the proteins' behavior from a mathematical standpoint, concluding that it would be statistically impossible for this self-correcting behavior to be random, and demonstrating that the observed result is precisely that predicted by the equations of control theory. By operating only at extremes, referred to in control theory as "bang-bang extremization," the proteins were exhibiting behavior consistent with a system managing itself optimally under evolution.
I'm a little fuzzy on how the self-correcting behavior is transmitted in the germline ... Link - via io9
In some cases, you want a lot of variation. In others (such as in the proteins directing the electron transport chain in your cells 'batteries' - the mitochondria), changing what works so well isn't a smart idea. These proteins are a feedback mechanism that keeps these genes working as they should, if I understand it correctly.
To extend Darwin, as certain individuals develop, the ones who have genotypes which are able to produce phenotypes successful in the environment will be able to reproduce, ensuring that their specific gene & environment interaction patterns are available for the next generation in that location. (I think) changes to the genotype will probably occur (over time) during mating with other successful individuals.
So, in much more simple life forms, it may appear as if they are 'choosing' to evolve certain ways, but it may be something more along these lines...And they've found a model to show us exactly how it works.
http://www.uncg.edu/psy/courses/calogan/438/content/Gedev.html