In English courses (especially business), we learn to use polite questions. So we know that you shouldn't say "excuse me... where's the nearest supermarket, please?" but rather "excuse me... do you happen to know where the nearest supermarket is?" (or a similar variation).
However, most people I know (non-native speakers) who go to English speaking countries come back saying it's all nonsense. Just ask your questions directly (never forgetting your pleases and thank yous, naturally), and that's all there is to it.
I'm inclined to believe that this idea is influenced by the native speakers excusing the foreigners from proper language use, but is it really?
In short, is it rude to ask direct questions to people you don't know? Are polite questions seen as wordy and unnecessary? Does the idea of rude and polite question change from setting to setting (say, talking to someone on the street or at a café and talking to someone at work or at college)?
I'm particularly interested in both UK and US reactions to the afore-mentioned direct and polite questions, although I won't mind getting insights from other English-speaking countries.
Edit: My doubts relate mostly to whether these structures are in fact used. I've had students tell me they do not need to learn such structures because they never hear them used (UK and USA) and because no one seems to be bothered by them not using them (they believe all they need is to say 'please').
If these structures are in fact used, is the person that doesn't use them seen as being rude? Or are they right, and there's really no point in learning them?