There's something that's always itched at the back of my mind when I think about the Terminator movies, and it's the inconsistent model of time.
In the original Terminator movie, we have time travel working in a circular model. The future, for obvious reasons, is dependent on the present, but the present is also dependent on the future. When Kyle Reece and the Terminator come back to 1984, they don't change time, because the timeline they both come from is a timeline that could only exist if Kyle Reece and the Terminator went back to 1984. Without them both going back to 1984, John Connor would not have been born and then raised up to become the leader of the humans, who would later defeat the machines, prompting the machines to send back a Terminator (and the humans to send back Kyle Reece) to 1984. It's a neat, internally consistent system.
Then the sequels happened.
In T2, we discover that the presence of the Terminator in 1984 left technology that was the basis for research that would later develop into Skynet. In other words, the Terminators exist in the future because a Terminator (from the future) existed in the past. This feeds beautifully into the closed circular system of time established in T1. Then what happens? The heros come along and destroy the research that would later become Skynet and destroy all evidence of Terminators or Terminator technology, seemingly changing the future. Circular time is now broken, and an alternate timeline has been established.
Of course, then T3 happens, justifying that the rise of the machines has just been delayed, which I assume is 1) a weak grab at an excuse to cash in on a franchise, and/or 2) a sloppy set up to allow future Terminator movies. This also means that the R&D based on the remains of the original Terminator from 1984 is a red herring.
Now, in T1, the revelation that Kyle Reece is John Connor's father shows us that a future in which the humans win is dependent on a past with Kyle Reece in it. So then, if the machines can't kill John Connor directly or retroactively abort him by killing Sarah Connor before she gives birth to him (the mission from T1), a viable alternative is to prevent Kyle Reece from going back in time -- if they know that he's the father. In T4, this is exactly what they attempt to do, making a young Kyle Reece a target. The problem here is that if they know that Kyle Reece is an issue, and if that's the case, all they need to do to prevent John Connor from being born is to never use time travel technology.
Yep, it's that simple. If the machines don't send any Terminators back in time to try and get rid of John Connor, then Kyle Reece doesn't go back in time, therefore the machines succeed in removing John Connor from the equation and win the war. Now, if T2 hadn't ended with the humans destroying all the R&D and melting the two active Terminators, then we would have logical cause for the machines using time travel whilst knowing that Kyle Reece's existence is a problem for them: without using time travel, they wouldn't exist, so failure to use time travel is an instant complete and utter fail for them.
So, if I had a say in the making of the Terminator movies, I would not have the humans succeed in destroying the R&D in T2. Then the machines could rise up against mankind in T3 without some lame explanation for why that's still going ahead. We could go either way with Kyle Reece being targeted in T4 -- the machines don't have to know that he's John Connor's father, however they don't need to be ignorant of that fact, either, so long as they know that their existence is dependent on having sent back a Terminator to 1984.
There are other continuity and logic errors that show up throughout the series (eg why can the T1000 travel through time when he isn't living, organic flesh over metal, but is metal in the appearance of flesh? why send only one Terminator back to each point in time -- why not send multiple Terminators back to 1984 to finish the job of the original Terminator?), but that's what Cracked.com videos are for.