Hmmm, bit of a big evolutionary step from a fish to a bird...
Granted, there are several totally separate branches where flying has evolved: insects evolved flight from land-based insects, birds evolved flight from land-based reptiles (except in Tex's theory of fishy birds
), bats evolved flight from land-based mammals. Then there are all sorts of gliding animals from cat-sized squirrels to funny lizards.
However, there are several evolutionary steps that don't make much sense in the fish-bird model.
For instance, feathers are a very important contributor to a bird's flight. Now, there are birds that swim and dive, however feathers are a hindrance in the water thus it is unlikely any creature would evolve feathers THEN leave the water.
Then there is the respiratory aspect. A fish that flies and then eventually evolves lungs would be a bit daft. Look at the "flying fish", it leaves the water for seconds at a time. It is no big deal for a fish to eventually evolve a means to breathe air, many amphibians can breathe underwater or on dry land. And as the very name "amphibian" would suggest, the course from fish to land animal would have a similar step along the way. There would have been animals that popped their heads out of the water for extended periods or lived in less-than-wet environments (think mudskipper), so they would have found those that could breathe above the water advantageous. But, it would be pointless for this animal to learn to breathe air during the same stage as learning to fly.
There is the warm/cold blood aspect. Sharks are the nearest thing in the modern world to a warmblooded fish, in that they can preheat certain sets of muscles to allow a quick reaction. Now, we know that mammals are warmblooded, and we know that they evolved from land animals. There is a lot of evidence for this. However, I am not aware of any evidence for a warmblooded animal evolving directly from fish.
Then there are eggs. Bird's eggs are very similar, in fact pretty much identical, to reptile eggs. They are nothing like fish eggs or even frogspawn.
Also, nesting tendencies: reptiles build nests in a similar way to birds.
Then you have:
Bone structure (look at the bones in a fish, then the bones in a chicken)
Eyes
Skin
Legs, feet, claws (lizard feet very similar to bird feet)
Brain structure
True, could be another one of these evolutionary parallels, but as you can see there are a lot of similarities and obvious relations between birds and reptiles, and none that I can think of between birds and fish.
There is recent evidence that birds went through a four-winged stage, but I think that is assumed to point towards evolving from quadrupeds rather than different fins.