Probably part 2 or 3.
Part 3 had a lot of military tech in it, part 2 had Sarah Connor and her teenage son lurking around in the desert at some point.
Also, the three movies are all based on different versions of the future, including different origins of Skynet, different reasons for Skynet's decision to cause a nuclear war, and so on.
I think one of the versions was that they tried to shut Skynet down when it gained conciousness and Skynet nuked them, another one being that they didn't pay attention to it gaining conciousness and Skynet decided they were a threat to the planet or whatever, and a third version was that Skynet just figured humanity sucks.