Swahili is pretty phonetic, if you can read IPA it's [ta.fa.'ða.li] If you can't, its basically tah-fah-th(th in this)-a-lee (i can't accurately do the sounds without having the IPA though, you can use http://www.yorku.ca/earmstro/ipa/ to help you with the ipa sounds you don't recognize.
Tafadhali isn't actually polite. It's the emphatic 'please,' as in, "Would you kids PLEASE get off my lawn!!!" If you want to ask for something politely, you say "Naomba _," which literally means "I pray for _." Or you can say "Naomba nipatie __," which literally means "I pray would you give me ____." Sounds weird in English, but it's the polite way to make requests.