What you should be fearing is military drones being given the ability to make decisions on targets or to fire, even with human assistance, and these systems won't just reside in the hands of large governments either.
Already police and militaries around the world are using abstracted forms of force, wherein target are identified with algorithms, and then force trained on those targets
What's do you think is going to happen first, SkyNet, or a predator imaging drone telling a human operator falsely that the current image is a terrorist?
What's going to happen first? SkyNet, or self driving cars putting millions of people out of jobs because of a lack of demand for drivers in transportation, or manufacture of cars? (I'm not saying it's a bad thing, but it will be very very disruptive)
If SkyNet is a threat, it's 50 or 100 years off I think. "AI" as it is now, is no where near the capability people are talking about. It's sheer hyperbole.