People who learn a foreign language to use it (unlike those who are engaged in learning a language in perpetuo), know the importance of mastering useful set phrases from early days. Phrases like Sorry I do not speak X well, Do you speak English, or I would like to ... should be learned at the very first lesson. It does not matter that you do not understand the construction, which might include the subjunctive: thanks to theses little phrases, you will be able to conduct a polite and meaningful conversation. You can not come up with those phrases yourself: they exist, it is up to you to discover them and to make them part of your vocabulary. They convey the meaning precisely and much better than anything you, a non-native speaker, can come up with. Unfortunately, teachers and schoolbooks often neglect this principle.
In the early years of my acquaintance with English, the phrase that came most useful was I beg your pardon?. If I am not mistaken, textbooks do not mention it often enough -- in any case, I learned it when I landed in the UK -- but this phrase is a little gem. It is short, it sounds better than 'I am sorry could you repeat what you just said?', and it is idiomatic, that is, it does mark you as an insider.
Last year, the most useful phrase I learned came from the Brazen Careerist blog. The phrase it Do you have any reservations about hiring me?, coming from the post about turning an interview into a job. I learned it by heart and used at all my job interviews, and, as if by magic, it landed me two jobs. (The first job turned out to be a lemon, but this comes from ignoring the first advice Penelope gives: research the company).