How come you never see colonies of bacteria evolving into new and more complex multicellular organism

Well, I am going to answer this straight from the top of my head. But you can often find different types of bacteria existing in colonies, biofilms, together; where they work and live symbiotically together and kind of function as one entity. Generally in these circumstances they work as a system where the waste from one bacterial species is a food source to another species, possibly vice versa. Overall, generally there exists some reciprocity between the species.

As far as them evolving into a new complex multicellular organism; for that type of evolution to occur the species have to have the genetic coding to enable it. Organisms can't develop a trait that they do not have coding for; e.g. humans will never be able to develop wings, feathers etc because the possibility of the code does not exist in human DNA.

The time span from bacteria to multicellular life was somewhere from 2-3 billion years in the whole volume of the Earth's oceans. Bacteria have been shown to become intracellular symbionts. Some bacteria are colonial with a limited number of cells becoming into nitrogen fixing heterocysts.
http://pir.uniprot.org/keywords/KW-0364

Yeast have developed colonial structures in a span of several hundred generations.
http://www.ncbi.nlm.nih.gov/pmc/articles…

You've never heard of this happening because it simply DOES NOT happen. DNA is extremely complex! It does not spontaneously convert to a perfectly organized higher lifeform. The theory of spontaneous generation was disproved many years ago.

Regardless of what textbooks try to teach, evolution is only an unproven theory. In thermodynamics, the law of entropy is a proven law. It states that a system moves from a state of order toward a state of disorder.

Evolution does occur at a much faster rate in bacteria, and you can read a good account of rapid bacterial evolution by googling Richard Lenski's work on E. coli. However, the evolution of multicellularity is a very long-term proposition. The first bacteria appeared almost 3.8 billion years ago, and it took about three billion years to go from single cells to the simplest muticellular organisms like jellyfish.

Because we don't live to be a billion years old. Such a transformation takes a very long time.
But if you look in the mirror, you will see one example.

Oh? This has never happened to you? Just leave the mold in the coffee pot for awhile.