E-mail closings can be hard but usually are meant to impart politeness. Sometimes if you just ask somebody to do something and that's the end of the e-mail, it can come off as curt/rude. After thinking about this all day, though, I'm pretty sure I always opt for better closings than "Please advise." Still, "When are you going to get me that thing?" seems colder than "When are you going to get me that thing? Please advise. Thanks."