The good news is you've a right to go back quite a few years, so if you think you've been hard done by in the past, dig out your paperwork and put a complaint in. The ombudsman can only help with complaints about companies regulated by the Financial Conduct Authority, however. While this doesn't affect most banks and building societies, some insurance providers, for example, were not regulated until 2005 or 2008. If in doubt, check with the ombudsman.
If the firm is subject to the FOS, the key rule is you've EITHER three years from when you knew you could make a complaint, OR six years from the event you're complaining about taking place.
You also need to contact the ombudsman within six months of your last contact with the firm (remember, you need to have complained to the firm first). Outside this timeframe, you'll need to start your complaint from scratch, which means it's back to the offending company.
But, in this latter case, there's a chance the ombudsman may not be able to help if you need to refer your case to it later on, so try not to miss the deadline.