Generally speaking, おねがいします is more polite than ください. For example, when you want to request some water in a restaurant, you can say 「みずをください。」or「みずをおねがいします。」. But the restaurant waiter would not say 「このbillにサインをください」. That sounds too straightforward. Instead, he would say 「このbillにサインをおねがいします」or some politer variations.
When you want to request some service or intangible thing, おねがいします is easier to use.
e.g.
おなまえを おねがいします。May I have your name please?
でんわばんごうを おねがいします。May I have your phone number please?
よやくを おねがいします。Can I make a reservation?