I would say either "Comment ?" or "Pardon ?" (both of which are close to the English "Sorry?"). "Quoi ?" is also very common in informal speech (just as "What?" is in English, as long as the tone is soft and it doesn't come out as "WHHAAAAT?!!!", of course).
I wouldn't say "Répétez, s'il vous plaît ?" (were you thinking of the English "Come again, please?"). It sounds a bit blunt in French. Also, asking someone to repeat something in French can actually sound very provocative and aggressive.
Répète un peu ça ! / Tu veux répéter ? = Run that by me again?! (said in a challenging tone).