Psst, I've got a secret

How do you tell someone you've got a past? (Everyone has a past, but I mean a really big instance that could be a relationship changer) When is the appropriate time, right up front or after you've known them for a while? It seems like whichever way I go, I can't win for losing. Even if the weather were cooperating (which it's not), this is a very depressing day.