You are right- making dua while in sajdah is the best:
Abu Hurairah (RA) narrated that Allah’s Messenger (SAW), said: 'The nearest a slave can be to his Lord is when he is prostrating, so invoke (supplicate) Allah (SWT) much in it. [Muslim, abu Dawud, an-Nasa'i and others, Sahih al-Jami #1175]
When a Muslim is in his Salat (prayer) he is facing Allah (SWT) and when he prostrates he is the nearest he can be to Allah (SWT) so it is best to invoke Allah (SWT) at this time. It is said that while in prostration, one should not ask for worldy needs (ie a nice car, a new job, etc), but for the Hereafter.
Making dua after Salah on Muhammad (second tashahud as you refer to it) is also a good time:
Narrated Abu Omamah (RA): that Allah’s Messenger (SAW) was asked, O Messenger of Allah, which supplication is heard (by Allah (SWT), he said the end of the night and at the end of the obligatory Salat (prayer) [at-Tirmidhi]. This time is after saying 'At-tahyat' , and before making Tasleem (finishing prayer)
you could check this link out for more information on the best ways/ times to make ad'iya: http://www.islamawareness.net/Dua/best.html