It depends on who you are speaking to. If you are writing formally then you would say:
'Please turn around at the next intersection'
If you are writing or speaking to your friends then both of the sentences you gave sound natural. Of course 'plz' is extremely informal and you would never write it unless you were messaging a close friend.
Personally, when asking a friend to do something I usually begin the sentence with 'could'. For me personally, something beginning with 'can' or 'could' sounds more polite:
'Could you turn around at the next intersection?'
Hope this helps, let me know if you have any questions!
'Can you make a U-turn at the next intersection, please?'