You should go with me. = Bạn nên đi với tôi. It's an advice while go with me is an imperative sentence.
To make an imperative in Vietnamese you can simply use the verb phrase (E.g: Đi với tôi, Ăn cái bánh, Hát cho tôi nghe, etc.). To make it more friendly, you can put hãy at the beginning (E.g: Hãy đi với tôi, Hãy ăn cái bánh, Hãy hát cho tôi nghe, etc.).
We have several famous songs with "Hãy." Most of them are political songs, often call on people to stand up for peace and love. https://www.youtube.com/watch?v=-8TYH7rfPm8
Can you understand the first few lines of this song? It says "please live for me, please speak for me, please breathe for me."
It is just a word-by-word translation, proving that you understand how Vietnamese works. It quite often results in poor English counterparts unfortunately (like my answer here ^^), but it is the price to pay for learning the vietnamese vocabulary and how its grammar properly works I guess.