I did not file US taxes at all although I am a US citizen or green card holder.  How many years back do I have to file?
Generally you must file a federal income tax return for any tax year in which your gross income is equal to or greater than the standard deduction. 
If you file under the Streamlined Filing Compiling Procedures you have to complete your last three tax years that are overdue and file FBAR (Foreign Bank Accounts Reporting) for the past 6 years.

How can I qualify for a bona fide residence status?
To qualify for a bona fide residence status you must be a U.S. citizen or a U.S. resident alien and in case you are a national of another country as well this country should have an income tax treaty in effect with the United States. You must have resided in the foreign country for an uninterrupted period that covers an entire tax year and intend to stay longer abroad. You do not automatically acquire bona fide resident status simply by living in a foreign country or countries for one year.

Where to File Paper Tax Returns – With or Without a Payment.
Mailing address for all U.S. taxpayers residing outside the United States who do not owe taxes is: 

Internal Revenue Service 
Austin, TX 73301-0215

If you owe money and you are sending a check, the address is: 

Internal Revenue Service
P.O. Box 1300
Charlotte, NC 28201-1300 USA

What if I am self-employed?
If you are self-employed file a tax return if your ANNUAL income exceeds $400. The self-employment tax is 15.3% from your income after deductions (12.4% for Social security and 2.9% for Medicare). In certain countries subject to the treaty, the self-employment tax may be excluded if you are covered under the social security system of the foreign country where you reside. Please note that if you have other income and you are filing a tax return, and your self-employment is less than $400, you still have to declare this income.