Most native speakers of English will only ask for a repeat once or twice, and after that will pretend they understood, so as not to appear rude. I don't mind if people ask me more than twice, but from observing people - twice seems to be a social norm.
I would usually say:
What?
What was that?
Sorry, what?
I didn't get that.
I didn't catch that.
I missed that.
Say that again.
Remember that it takes a fair bit of skill to say "What?" without sounding rude, so if you are worried about sounding rude, don't use "What?" and don't forget to add please and thank you. Native speakers, however, will often just say "What?".
If you are asking a second time you can add "still" or some other modifier:
I still didn't get that.
I still didn't catch that.
I missed that again.
Sorry, one more time.
When asking multiple times "What?" sounds rude very quickly.