If you wish to use the singular form of "you" (você), there are a few ways you can say it:
1) Escute o que lhe digo.
2) Escuta o que te digo.
3) Escutai o que vos digo.
The 3rd form is never used in Brazil; but it may be used in Portugal (a native would be better suited to comment on this particular option).
The 2nd form is only used in a few regions in Brazil, as not many people use "tu". Most use "você".
The 1st form would be the most common.
However, I must emphasize that most of the time, Brazilians will use "tu" and "você" interchangeably. So "lhe" will be used with "tu", and "te" will be used with "você". Therefore, you may see, or hear, this:
a) Escute o que te digo.
b) Escuta o que lhe digo.
Even though prescriptive grammar would say both are wrong. But they are used anyway.
Last but not least, another way of saying it is by using the gerund:
a) Escute o que tô lhe dizendo
b) Escute o que tô te dizendo
Where "tô" stands for "estou" -- it's what we commonly say. We generally like to shorten words that way.