Generally, you associate the 'proszę' with the action you request someone to undertake. Thus: 'Pomóż mi proszę' but not 'Proszę, która godzina?' because you didn't specify the action (obvious as it may be in this instace). You might say 'Powiedz, proszę, która godzina' because telling is an action.
Now, you can use 'proszę' when there is no verb when you ask someone to give you something, most typically while shopping, as in: "Trzy Żywce, proszę"
Note that so far I've only used 'proszę' in informal sentences, that is sentences you use toward people you are familiar with [you call them by their names or using 'ty']. In such cases using 'proszę' sounds perhaps a little too polite, a bit like pleading. It would be more neutral to make the request in form of a question: "Czy moglibyście mi powiedzieć...?"
When you address people you are not that familiar with (or you are supposed to show respect to), you use pan / pani / panowie (everyone is male) / panie (everyone is female) / państwo (mixed gender). In such instances you use 'proszę' with infinitive form: "Proszę mi powiedzieć", "Proszę wstać". Now, here 'proszę' is, in turn, a bit too formal, official, sort of demanding (totally acceptable, though). Again, alternatively, you might use a question: "Czy mógłby mi pan powiedzieć, która godzina?". It's here that you use the proper case of the pan/pani/...
Lastly, when you approach a person and start your conversation with a "przepraszam" it is somehow assumed you've already been polite and can now start making your point. So you might just ask: 'Przepraszam, która godzina?' and then reply 'Dziękuję'. Since you have used 2 out of 3 of what we call 'magical words' (proszę, dziękuję, przepraszam), it is considered enough.