From Let Not Your Heart Be Troubled, by Martyn Lloyd-Jones:
The main function and purpose of life in this world is to prepare us for the next one. Now let us be clear about this. That does not mean escapism; it does not mean that you turn your back on this world or that you despise life here. It does not mean that you shut yourself up in a monastery or become a monk or a hermit, not at all! Notice what I said -- the main function. There are many other functions. Oh yes, carry on in business or in your profession or in your family life, live it to the maximum; but never forget that the main object of life in this world is to prepare us for the next. That is the whole philosophy of the Bible. It is the secret of all the saints; read again that eleventh chapter of Hebrews. The secret of every one of those men and women was that they were looking "for a city which hath foundations, whose builder and maker is God." They were "strangers and piligrims on the earth" (vv. 10, 13), and they went on in the journey preparing for that which was to come.