I beg your pardon.

[Ju]

When May can't catch what Tim's saying, May said:

1. I beg your pardon.
2. Pardon me, please.
3. Excuse me.
4. I am sorry, you say again.
5. I am sorry.

I saw people normally came with their facial expression to show they can't catch what others said. So, are the above saying clear and polite enough with the saying and facial expression?

Ju

[emsr2d2]

When May can't catch what Tim's saying, May said:

1. I beg your pardon. - Fine.
   
2. Pardon me, please. More common would be "Pardon me?" as a question.
   
3. Excuse me. - As a question, this is commonly used. Excuse me?!
   
4. I am sorry, you say again. No. "You say again" is not correct English. "I'm sorry, could you say that again please?"
   
5. I am sorry. - Again, as a question with a rising intonation at the end, this is commonly used. Without it, it's just a statement of apology. It would normally be contracted to "I'm sorry?" in this context.
   

I saw people normally came with their facial expression to show they can't catch what others said. So, are the above saying clear and polite enough with the saying and facial expression?

Ju

See above.

[Hedwig]

Another one I've heard pretty often is "Come again?". I think it's somewhat informal.

[JMurray]

When May can't catch what Tim's saying, May said:

Ju.
Taking a cue from how you've phrased your question I suggest, "Sorry Tim, I didn't catch that", as being both natural and polite.

not a teacher

[Tdol]

Pardon me, please.- This sounds more like an apology than asking someone to repeat what they have just said.

[emsr2d2]

Pardon me, please.- This sounds more like an apology than asking someone to repeat what they have just said.

Absolutely. As I said in my original reply, I would change that to "Pardon me" as a question, not a statement.