Yep, I'd also be curious to learn more about the distinction between words like ขอ / ขอร้อง / กรุณา.
From my impressions so far, here's my thoughts:
- ขอ = to ask for something that benefits yourself (politely). E.g. ผมขอความช่วยเหลือ . While it could be translated word-for-word as "I ask for help", that is not a common thing to say in English. Perhaps a more natural way to say something like that in English is "I would like some help please".
- ขอ...หน่อย = to ask for somethings that benefits yourself (even more politely/gently) E.g. ขอน้ำหน่อย . Again, word-for-word, this would be "I ask for water, a little". But my Thai teacher pointed out that this "little" does not refer to the water, but to the "ask" verb, i.e., "i want to make this 'little' request from you" (because I don't want to bother you with a big request, because I'm too polite :D).
- ขอร้อง = to beg / beseech / plead E.g. ผมขอร้องอย่าทำร้ายผมมากกว่านี้ . This would be "Please don't hurt me more than this". And given the painful/hurtful context of the sentence, this "please" has a more begging/pleading nature to it
- กรุณา = please / kindly (but very formal? A bit authoritative and commanding?) กรุณางดสูบุหรี่ = "Please stop smoking"
I know equating ขอ to "please" seems a bit of a stretch, but my Thai teacher did teach me that when you want something, it's best to use ขอ (or ขอ...หน่อย) because it sounds more softer than using อยาก. E.g. ผมอยากความช่วยเหลือ sounds more like a 'demand' for help, rather than a request. So in a way, I feel ขอ serves similar purpose to "please" on occasions where it is used to 'soften' a request, e.g., "Could I have a glass of water please".