(The Messenger of Allah (PBUH) used to observe I'tikaf in the last ten days of Ramadan.)

[Sahih Muslim] 

The Prophet PBUH used to engage in private devotion during the last ten days of Ramadan.
The believer should be prepared for this month. He should not leave loose ends that might distract him from turning to Allah, but rather he should prepare himself in Ramadan better than he is ever prepared in other months. Therefore, every problem that might distract him should be solved before Ramadan or postponed till after this month.
In Ramadan, the companions of the Prophet PBUH used to observe I'tikaf during the last ten days. Nowadays, and with all the complications in life style and the struggling for livelihood, believers might not be able to engage in full I'tikaf. Thus, the least one can do is to free himself this month from all problems that might distract him from turning to Allah.