The whole francise just says one thing. The future is already set. what ever you do you will end up doing....
Think of it as your traveling down a straight road, weather you drive down it in a car, walk, or crawl on your ass, and stop on the way, the point is you will get to the end of the road eventually. T2 and T3 showed this that even though they changed the future it still happens. It is enevitable.
Skynet is a global network of computers and factorys and stuff, you cant just kill it, a point that Conner worked out in T3.
Whats to say that Skynet didnt send back some T800`s/ T101`s into the past just to help set its self up for the future, Put some skin on them Load em up with engineering 101 and a bit of human history. Pop a couple back to the 90`s and a few to help Skynet rise from the ashes of the Nukes. I always had a problem with how a bunch of computers networked together could take over the world, this would fix that.
Skynet creates itself. It already knows the T800 will fail but is nessesarry for its own creation. It is the creator of its own pradox. Perfect !!! Be your own dad the ultimate in time travel