"In the case of T2 judgement day never happened so there was no future war or any story there."

Yeah, that is how I feel about it too. I think they could have made a decent T3 and tweaked the storyline and come up with something interesting, but it certainly wasn't necessary, and that is not what they managed to do. The first movie left us knowing that these events would eventually happen, the second one left us with it having been successfully stopped. The third one was pointless and sucked to boot.

I also consider this series as separate from the others. Kind of like Planet of the Apes, I was such a sucker for the movies that I really liked the TV show, but it is really hard to make it fit logically with continuity. So what, just enjoy it and have fun. That is how I feel about TSCC too. I really don't see this fitting so well with the first two movies, but I really like it for what it is. I am also really looking forward to the new movie, probably more than any other movie I can think of at the moment. Though I am kind of afraid they are going to flood the market with Terminator and make it loose its luster, but on the other hand I felt they already took their best shot at destroying it with that third film. I hope the show continues to get better and doesn't pull a Heroes on us. It is a show I'd really like to enjoy for a long time.