Timing of dua together with salah?

[Futuwwa]

When I do dua in connection with salah, I tend to do it as part of the last rakah, between the first and the second sajdah. Thinking about it recently, I couldn't think of a reason why I'm doing it like that specifically, nor did I remember how or why I started doing it like that originally. ^o)

Is there any basis in the sunnah for doing dua in any particular way when done as part of salah?