Well, WTR, some people have already answered, but since you asked me, I'll go for it.
First of all, they have. There are plenty of intelligent species, not the least of which are our evolutionary cousins, the great apes. You might argue that the other apes are less intelligent than humans, but then, some humans are less intelligent than others, so I'd say that's not much of an issue at all.
Now, secondly, like all traits, intelligence is not wholly a beneficial trait: it costs energy. If the advantage of intelligence is less than the cost in energy of producing and supplying that big brain, for a particular species at a particular time in a particular place, it will not be selected for (and, indeed, will most likely be selected against).
Thirdly, species have to work with what they have. That is to say, bacteria are single celled. No single mutation is going to give them intelligence, because they would need many traits (such as multicellularity, cell differentiation, and organs) before evolving intelligence could even be remotely feasible. However, not only do they have to work with what they have, but they have to rely on chance to provide them with mutations. If a mutation which increases the intelligence of an animal doesn't occur, then that species won't become more intelligent, no matter how beneficial the trait might be. And then, there's another problem in how advantageous intelligence is; the longer species have been evolving, the more specialized they often become, and the lesser the benefit a major shift in survival strategy is likely to be. For example, eagles are well adapted for their survival strategy. Intelligence might aid their ability to spot and catch prey, and avoid certain dangerous situations, but their current survival strategy involves minimizing their density, for more efficient flight (so they'd have to adjust for the greater brain mass), and devoting large amounts of energy towards flight, and towards their eyes, and this limits the amount of energy available for brain development/operation. As such, it appears unlikely that eagles will naturally evolve intelligence (at least, within the next few hundred thousand generations).
