Ok, All of us saw the overwhelming power of the T-1000, and the lucky way that the heroes used to destroy him... why not send another one? just with two clear instructions "kill John Connor and stay away from a foundry"
At this point Skynet appears to know that John Connor is sending back terminators to protect himself (and others). On the T-X:
John Connor: So... she's an anti-Terminator Terminator? You've got to be [expletive] me.
Terminator: No, I am not [expletive] you.
A T-1000 failed against a T-800. So Skynet has decided to send a T-X. The T-X is special because it brought back a number of futuristic weapons it can use underneath its liquid metal exterior.