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MAY is the most formal of the whole bunch, and if you are at all concerned about being tut-tutted, a safe choice. Many users find it oddly formal, old-fashioned or authoritarian though.

"May I take your plate, sir?"
"Only food purchased on the premises may be consumed in the restaurant."

May has been used in granting permission and in questions to make polite requests since the 9th century.

"Mr Hobbs? May we come in?"
A: "You may leave." B: "Yes, sir."

A child might ask a teacher, "May I have an apple?" as they are asking a superior if they will be allowed to receive an apple. 

"May I be excused?"
"You may borrow my car next week."

It is used esp. with strangers, people in authority and older people. It is also used in public announcements, signs, and in other forms of written English. 

"VISITORS MAY PARK IN LOTS A AND B."

All in all, "may" does have its place in English. If formality and politeness are of utmost importance, you should use "may" to denote permission. So it would be better to say to the waiter at a fancy restaurant:

"May I have more water, please?"

If you have a reason to be uber correct e.g., you're hosting royalty or a very pedantic grandparent, you should use "may" to denote permission. So it would be appropriate to say:

"May I leave the table?"(am I permitted to leave the table?)

If you are writing a highly formal letter where politeness and cordiality is a primary concern, you will definitely want to adhere to the traditional rule and use "may" to ask permission.

"May we kindly ask you to participate to a brief research study on knowledge sharing?"

As with most writing and speaking, you need to know your audience and understand what is best for the situation at hand. When you wish to show courtesy, respect, and politeness, use "may". 

"May we please have some more mashed potatoes?"

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