...So many question is simple: If I never deducted (I'm assuming I can confirm this on my tax returns), does that mean I don't have to pay anything if I convert to Roth?...
Simply making contributions to an IRA does not by operation of law create a basis in the IRA. A little bit more is required. I will assume that you made no mention of the IRA contributions on your tax returns at all.
Pursuant to 26 USC § 408(o)(2)(B)(ii), your limit of nondeductible contributions for the year is guaranteed to be at least as large as the amount of deductible contributions you made but did not take a deduction for. However, 26 USC § 408(o)(2)(C) provides that a contribution is not a "designated nondeductible contribution" (which would create basis) unless the taxpayer designates the contribution as nondeductible in the manner as "may" be prescribed by the Secretary. The effect of this statute is that the failure to affirmatively "designate" your contributions as nondeductible means that they are not nondeductible; in fact, they were deductible contributions that you just declined to take a deduction for. They did not create basis in your IRA.
In order to create basis in your IRA, you need to amend every one of your past tax returns between the date of your first nondeductible contribution and the present in order to properly designate these contributions as nondeductible. See 26 USC § 408(o)(4).
In other words, you are going to have to amend some returns regardless of whether you decide you want to take the deductions (as MDM suggests) or to create basis in your IRA (as your OP proposes). Taking the deductions may be less onerous because, for that, you only need to amend the returns in which a contribution was made; whereas for designating the contribution as nondeductible, you need to amend every return between the first contribution and the present, even years with no dealings with the IRA. However, the downside of taking the deductions is that receiving a refund is subject to a statute of limitations codified at 26 USC § 6511. Marking a contribution as nondeductible may not be subject to a limitations period, but it does appear that you will be subject to a penalty of $50 for each year that you need to amend to achieve the designation: 26 USC § 6693(b)(2). No similar penalty applies to taking the deduction (other than you may not be able to get a refund from it due to the limitations period). In any case, no penalty applies if the failure to designate the contributions correctly was "due to reasonable cause".
