The difference between (連用形)なさい and (美化語)なさい is rather clear; the first would only be used for social inferiors, and the second can be used for social superiors (it's also part of set expressions ごめんなさい・お休みなさい・お帰りなさい).
What I'd like to know is the implications of the second, and how it compares to (美化語)下さい. Is it more forceful? Also, in what situations would you use the full ~ませ forms?