If you converted a traditional IRA to a Roth during the prior year and paid tax on the conversion with that return, October 15 is the deadline for recharacterizing (undoing) the conversion. Doing so could save you money if the IRA has lost money since the time of the original conversion.
If you filed for an extension last year, you need to get it completed and postmarked by October 15.
If you haven't already funded your last year's retirement account, do so by April 15. That's the deadline for a contribution to a traditional IRA, deductible or not, and a Roth IRA. However, if you have a Keogh or SEP and you get a filing extension to October 15 then you can wait until then to put last year's contribution into those accounts.
Need more time to prepare your tax return? File your request for an extension by April 15 to push your deadline back to October 15.