I was present in USA (F1) since Aug 2008, but have not filled a return yet (nor 8843), i.e. not for yr 2008-2010, since my income started last year only, do I need to file any other forms than 1040NR-EZ and 8843 for federal. I am currently on F1 (OPT).

OPT is since Jan 2010, I worked for free in 2010. I started getting paid from 2011

My status is single - On the above question

That seems right. You should have filed 8843 for every year even if you didn't have to file a tax return, but that's not very significant.