Is it better to fill the current tax return first and then fill the back taxes later, or the other way, any advice will be appreciated,

It is your own choice.
You must file the current tax return by the due date and pay the due taxes.

If your filling status changes from single to married will it affect the back taxes if you are filling back taxes

No.

Thanks mukata, this is the issue one of my friend got married two years ago already filed 2008 tax return with W-7 blc the spouse got no SSN now can he filed 07 back taxes as single.