Short answer (tl;dr)
In terms of illocutionary force, or type of speech act, the addition of the word please will change the sentence from an order to a polite request (all other things being equal).
However, in terms of the syntactic type of clause, the clause will remain imperative—as opposed to declarative, interrogative or exclamative—with or without the word please.
Full answer:
There's a problem with the term "imperative sentence". The problem is that nobody knows exactly what that would mean - although we might have a vague idea.
We need to differentiate between two different things: speech acts on the one hand, and grammatical types of clause on the other.
Speech acts could be, for example, statements, directives or requests for information and so forth. There are many, many different types of speech act. In contrast there are only five basic grammatical types of main clause in English
- Declarative clauses
- Open interrogative clauses
- Closed interrogative clauses
- Exclamative clauses
- Imperative clauses
Declarative main clauses can be subjunctive as in God save the King!, where the meaning is something like May God save the King and not Save the King, God!. However, outside of this very rare construction, each of the four major clause types in (1—4) above requires a finite verb. In other words the first verb in the clause must have tense (or must be a modal verb if you believe that modal verbs don't have tense).
Imperative clauses on the other hand use a plain form of the verb (the form that you find in a bare infinitive, or after the word to in a to-infinitive). They are characterised by most often appearing without an overtly expressed subject:
- Speak French!
- Be quiet!
They can optionally take either an expressed second person subject, or a third person one, typically a word like somebody or nobody:
- You shut up!
- Everybody dance!
Imperative clauses always require the dummy auxiliary verb do when negated and also when emphatic stress is used:
- Speak French!
- Don't speak French!
- Do speak French!
Consider also:
- Be quiet!
- Don't be quiet!
- Do be quiet!
This separates imperatives from declarative or interrogative main clauses. These only use do if there is no auxiliary verb. No do is required for example, when the clause uses the auxiliary verb be, unlike in the declaratives (13—15) above:
- They are speaking French.
- They are not speaking French.
- They are speaking French.
- *They do not be speaking French. (ungrammatical)
- *They do be speaking French. (ungrammatical)
Lastly, in imperative main clauses the contracted auxiliary don't usually appears before the subject, not after it:
- Don't you forget to brush your teeth!
- Don't anybody move!
The Original Poster's example:
- Do this, please.
The OP asks whether adding please to an imperative sentence changes the type of sentence. The answer depends on whether the Original Poster is asking about the types of clause or the type of speech act. Everything depends on context, of course, but do this, without a please is likely to be considered a directive in terms of speech acts. Directive is a broad term, if we want a finer grained analysis, we might say that it is an order. When we add the word please, it is still a directive. But if we wish to give it a more finely-grained type of speech act label, we would probably now say that it is a request, or a polite request rather than an order. So, here, we do see that please arguably makes a significant difference to the type of speech act.
However, in terms of what grammatical type of clause a sentence is, the addition of please makes no difference at all. First of all, (21) lacks a tensed verb (and is not subjunctive), so it cannot be a declarative, closed interrogative, open interrogative, or exclamative main clause. In addition, it is a fully well-formed sentence even though it lacks an overt subject - and the addition of please does not change this.
- Do this.
- Do this, please.
We can add a first or third person subject, but not a first person one (without changing the meaning):
- You do this, please.
- Everybody do this, please.
- *We do this, please. (ungrammatical)
We need the auxiliary do to make a negated version of the clause, and to make an emphatic one:
- Don't do this, please.
- Do do this, please.
And this still would be true if it was an imperative which use the verb be:
- Don't be difficult, please.
- Do be careful, please.
And lastly, if we include a subject and negate the clause, the word don't comes before and not after the subject, regardless of the word please:
- Don't anybody do this, please.
We can see, then, that although the type of speech act is affected by the word please, it does not change the syntactic type of the clause involved.