People like to point out the challenges, like creating genuine AI, and all that. It's certainly a challenge. But I think the biggest hurdle is the one most people gloss over, and that is the power source. It's the same reason we don't have futuristic laser guns yet -- because we have nothing even close to the extremely energy-dense power source that would be needed.
What will the autonomous robot killer's power come from? Batteries? That's a whole lot of weight to lug around, and they wouldn't last long before needing a long recharge. Nuclear power? Yeah, don't see that happening. Maybe some sort of chemical energy, like a fuel cell or something. Still, we're looking at limited capacity.
For the foreseeable future machine autonomy will be limited to what are essentially conventional vehicles that have replaced human operators with software. There's still some sinister implications with that, but I think the idea of a Cyberdyne Systems Model 101 army is pure fantasy.