While most models of randomly connected neural networks assume single-neuron models with simple dynamics, neurons in the brain exhibit complex intrinsic dynamics over multiple timescales. We analyze how the dynamical properties of single neurons and recurrent connections interact to shape the effective dynamics in large randomly connected networks. A novel dynamical mean-field theory for strongly connected networks of multi-dimensional rate neurons shows that the power spectrum of the network activity in the chaotic phase emerges from a nonlinear sharpening of the frequency response function of single neurons. For the case of two-dimensional rate neurons with strong adaptation, we find that the network exhibits a state of resonant chaos, characterized by robust, narrow-band stochastic oscillations. The coherence of stochastic oscillations is maximal at the onset of chaos and their correlation time scales with the adaptation timescale of single units. Surprisingly, the resonance frequency can be predicted from the properties of isolated neurons, even in the presence of heterogeneity in the adaptation parameters. In the presence of these internally-generated chaotic fluctuations, the transmission of weak, low-frequency signals is strongly enhanced by adaptation, whereas signal transmission is not influenced by adaptation in the non-chaotic regime. Our theoretical framework can be applied to other mechanisms at the level of single neurons, such as synaptic filtering, refractoriness or spike synchronization. These results advance our understanding of the interaction between the dynamics of single units and recurrent connectivity, which is a fundamental step toward the description of biologically realistic neural networks.