As Richard has stated. It is proper to use please and it shows good manners. I usually say his praise a little different. It really depends on what area a person lives. For example. I would say: If you do not mind, when you go to the store today, could you please pickup some milk? Thanks.

If you want to ask someone to do something politely, always use please. It is possible to use "can you" along with please. 'Please buy some milk while at the store" "Can you please pick up my prescription"