"The future's not set. There's no fate but what we make for ourselves… !" John Connor, quoting John Connor, quoting Kyle Reese, quoting John Connor - Terminator 2: Judgment Day
One of the fundamental ideas in the first two Terminator movies is that the past was not immutable. The machines attempt to destroy John Connor before he can lead the Resistance; the humans attempt to defend against this attack.
So there is a rather uncomfortable level of predetermination that seems inherent in Terminator 3. The past can be changed - John Connor can be removed from the equation, either via killing Sarah or John himself at some point in history - but the events of Terminator 3 seem to favor maintaining it as an inevitability. They aren't trying to save the future anymore; they're just trying to save John Connor.
I tend to find it an exercise in futility to reference outside information when discussing a work of fiction; it snowballs into a discussion that's tantamount to fan-fiction. Unfortunately, there seems to be a lot of potential for causality violations in Terminator if Judgment Day and the Resistance are prevented -- so that makes both sides' endeavors futile anyway, right?
Anyway, the third movie really feels like an implicit agreement that neither side was ever invested in actually changing anything, and instead just wanted to ensure that the event took place and that humanity got its fearless leader. Why bother with injecting the concept of free will then, with the No Fate concept, at all? Doesn't that mean John Connor lied to everyone; his parents, the Resistance, himself -- to make sure that everything stayed exactly the same?
EDIT: Apparently I wasn't clear. I'll add my (modified) responses to other people's responses below.
Preventing Judgment Day is a major plot point of T2. It's the reason Sarah storms Dyson's house, later his lab (to grab the chip and the arm salvaged from T1, to prevent further research); it's the reason the T-800 tells the Connors to lower him into molten steel. Even the T-800 acts as if the future can be changed by preventing any evidence of its existence from entering the wrong hands.
T2 advocates a malleable future; T3 is just trying to maintain it. There are way too many involved parties to keep up the ruse; and invariably, Connor must surely know he is delivering false hope to himself in the past, as he preps Kyle for time travel and seeds the quote in his brain, after living through the 'big reveal' in T3.
In a way it renders all of the time travel moot, because no one is apparently able to avoid anything; John Connor always emerges, and so does Skynet. In this way, the Resistance is just as bad as the machines - the T-850 in T3 does everything it can to just make sure Connor is in the right place during the bomb, after being asked and ordered to actively prevent J-Day.
So is it all a lie, then? Doesn't that impact a major theme in the Terminator series, and yet no one onscreen seems to even hesitate in their resolve, or explore that oddity. John never goes, "Oh, FML. My future self told me and my parents a HUGE FREAKING LIE. I lied to me. That's weird."
So is the concept just neutered in the movie, or isn't it? Did any of that time travel even matter, at all, for either side? Literally nothing came of it, except maybe a bootstrap paradox and a central figure who must have a hell of an expensive therapist.