The Origin of Mitochondria
This is one of the most intriguing questions of eukaryotic evolution. As far as I know and have read, the autogenous theory is not accepted. There are quite some reviews on this topic. Also there is a wonderful book by Nick Lane on mitochondria called Power Sex and Suicide. You would be interested to read it. 

There are no sufficient evidences for the evolutionary transition from prokaryotes to eukaryotes which somewhat suggests that this was some kind of quantum jump. For example: 


There are no microfossil records for the evolutionary intermediates
Almost all eukaryotic features including organelles, syngamy, nucleus etc emerged simultaneously


So to answer how it exactly happened is quite difficult.

As for the autogenous theory; it would have been impossible for the huge eukaryotic cell (the precursor of mitochondria) to meet its energy demands without an organelle like mitochondria i.e. a prokaryote as large as a eukayotic cell wouldn't survive. You may check this post.

There are eukaryotic cells that lack mitochondria (eg. Entamoeba histolytica ) or have one with reduced functionality. However, these are not intermediates in evolution but have lost the functionality in a retrograde manner. 

There is one more evidence to support the endosymbiosis theory:
There is this observation that organelles that are less numerous in a cell have retained more of their genome compared to those with the organelles that are surplus numbers (eg. plastids vs mitochondria). This is called the Limited Transfer Window Hypothesis which reasons that the organelle to nuclear gene translocation would have happened because of organellar injury and the likelihood of a cell tolerating one is higher if there are more number of organelles. 

This article suggests an alternative view that predatory bacteria like Bdellovibrio could have settled in a prokaryotic host. There are other cases of bacterial endosymbiont in a larger bacteria (I need some time to mine up the reference. Read it a while back) but these are not the the ancestors of eukaryotes.