If you are a U.S. citizen or resident alien, your worldwide income generally is subject to U.S. income tax, regardless of where you are living. The filing requirements for a married couple: (1) filing a joint return (MFJ), (2) who are resident aliens, (3) who both lived with each other in 2015, (4) are both at least 65 or older - is $23,100 (IRS Publication 54, p. 3).
Filing an affidavit of support does not necessarily qualify your son-in-law to claim you as his dependent. There are specific requirements that must be met in claiming parents (in-laws) as dependents. See IRS Publication 17 (p. 32 - Qualifying Relative Test) for more details.
As Married-Filing-Joint (MFJ) taxpayers you get a higher standard deduction for being 65 or older and may qualify for an even higher deduction of either/both of you are blind. (See IRS Publication 17, p. 140)
You can take either a credit (IRS Form 1116) or a deduction (Form 2555) for income taxes paid to a foreign country. Taken as a deduction, foreign income taxes reduce your taxable income. Taken as a credit, foreign income taxes reduce your tax liability. You must treat all foreign income taxes the same way. You are free to choose whichever method produces the greater tax benefit (taking a credit vs. a deduction).
Lastly, regarding your pensions there may be other filing requirements for the reporting of foreign income. (See IRS Publication 54, p.8).