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I have seen only the first three movies, so I don't know whether the other movies/TV series deal with this question or not. My main point is that in the movies, the terminator that travels back furthest in time is of the worst quality, and the quality increases with the time travel (meaning they travelled from a later time). What is a good explanation for this?
Note: I am not interested in the obvious not-in-universe explanation that they wanted something better and bigger for each new movie.
It was actually established in the TV series.
Each of the first few movies succeeded in pushing back the creation of Skynet. However, in the process of doing so, some of the technology was left behind in the past. Liquid terminators were possible because Skynet from that movie actually was more advanced than Skynet from the first movie.
The likely reason they didn't re-send the liquid terminator further back was to preserve the timeline. TV-Skynet was also doing things like, sending Terminators to the early 1900s to assassinate certain people and alter the timeline so it would develop easier/better. The Resistance was doing the same thing, to try and stop Skynet from getting stronger. My mistake on the years; both Skynet and the Resistance were sending people back near Judgment Day - the one terminator sent to the early 1900s was an accident, and it had to preserve the timeline to fulfil its mission.
Not said outright but implied is that liquid terminators are also much more difficult to create - only a couple are ever seen, even in the future.
It actually makes a twisted kind of sense (keep in mind I've only seen 1-3, not the show or the 4th movie).
The first movie deals with the T-800 versus Sarah Conner. It should have succeeded utterly - he was a nigh-unstoppable killing machine (given the tech he's against) and she's a waitress.
Sending the second model, T-1000 occurred either after they realized the first attempt failed or as a backup. It targetted a time when Conner was known (in the system, with new, locatable foster parents) and Sarah was institutionalized. This time, they knew they'd be going up against people who were forewarned, and who may have been prepared for another T-800. Sending the experimental model would only makes sense.
The machines realized (in T-3) that this had been tried before (the timeline changed significantly) and sent back the T-800 and T-1000 to maintain the timeline (allowing the Resistance to send back their respective foes), and sent the Terminatrix to another point for the next try.
The machines obviously suck at logical thinking.
After the "failure" of each attempt they sent a "newer" model. This could lead to a huge space-time continuum debate, so let's skip it and use my assumption that they could not learn they failed until after they sent the machine back in time. This means they have to pick a new point in time when John Connor is "in the system". Since most information is destroyed during the nuclear attack when the robots take over they can't track all of Connor's life. After time to re-construct the means for time travel and research to find a record of where Connor is they send their latest model robot. For T3, they can't find Connor, so they give up and send their latest model to kill his generals (with a protocol in case of discovering Connor).
Note: this is my best explanation, I don't know if this is declared (or disproven) in TSCC or through other media.
It may simply be that the technology which allows SkyNet and the resistance to send champions back in time can only go so far back through time. As SkyNet was likely sending its current top of the line model or most functional prototype back as far as possible this would have prevented it from sending the Terminatrix (as Jeff eloquently labeled it) back to attack Sarah before John's birth.
A better question to ask the writers would be, "Why didn't SkyNet send is most advanced Terminators back in time and store them in a hidden cache to be used or reversed engineered at the onset of the war, to give itself an immediate technological edge?"
It is arguable whether or not T-X is an improvement over T-1000, as the T-X is essentially an endoskeleton with onboard weapons and a polymimetic skin. As an infantry unit, the T-X is as deadly or deadlier than the T-1000 depending on how each is armed. In unarmed combat, T-1000 easily thwarted the T-800 every time. T-X, however, struggled against the T-850 unless it could employ its weaponry. T-X does have substantial onboard armaments, however, and is deadlier unless the T-1000 is armed with similar external weapons. T-X possesses a very destructive plasma thrower as its primary weapon. In some cases this would be of dubious value, as the degree to which a target is killed does not matter so much as whether a fatal blow can be delivered or not. T-X also had some ability to control other machines, even to some extremely unrealistic degrees, but it could not use this ability against a resisting foe. T-1000 did possess the ability to shapeshift as combat required: growing additional limbs to pilot a helicopter while operating a sub-machine gun, defeating barriers either through force or adaptability, recovering from external forces that would have permanently damaged an endoskeleton, et cetera.
As an infiltrator/assassin, the T-1000 demonstrated markedly superior covert abilities. It was a superior actor and was not constrained by an endoskeleton in its shapeshifting, therefore it could take the form of inanimate objects, fit through small spaces, emulate larger or smaller individuals, et cetera. T-X was often not convincing enough of an actor to avoid killing people and drawing attention. Additionally, the T-1000 appeared to be tactically superior, as it regained contact with the Connor family repeatedly using little other than its cunning. Even the decision to stay with the form of a police officer brought substantial advantages.
T-X was stymied by a less well armed T-850, even though the T-X possessed superior armaments than the T-1000 and the ability to control other machines. So, in answer to the question of "Why is each subsequent Terminator of greater quality than the previous," I pose the answer that each subsequent Terminator is not necessarily of superior quality. Even the T-800 presents some advantages over the others, if such qualities are desired. The T-1000 is an advanced prototype but the T-800 is comparatively easy to mass produce. Individually the T-1000 is superior in almost every way, but for an equal input of resources a higher quantity of T-800s could easily be more combat effective.
I believe that the Terminator 2 novelization addresses some of this. (I haven't personally read it, but the following is my understanding from sources such as http://www.jamescamerononline.com/T2FAQ.htm; those who have read it are welcome to provide corrections.)
I like this explanation because it defies conventional thinking: viewers assume that they're observing that the newer T-1000 was sent back second when it instead was sent back first to a later time.
Now, some of this conflicts with the later movies, but that can be explained by:
