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Those two sentences mean the same right? Which one is the most common and what
different tones do they bring? Is there anytime one should be used instead of
the other one?

危ないですから行かないでください。

行かないでください、危ないですから。

One more thing, on the でください conjugation like in 行かないでください what's the で
meaning? I know the で particle for indicating where an action happens, so I
guess it works in a different way here, right?
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2016-09-06T15:19:31.307
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particle-で
でください conjugation
Both are valid. It depends on what you want to put emphasis on.

The で in 行かない _で_ ください doesn't have a special meaning on it's own, it's just
the way that this form is conjugated. Look at
[this](http://japanesetest4you.com/flashcard/learn-
jlpt-n4-grammar-%E3%81%AA%E3%81%84%E3%81%A7-naide/) for more info.
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2016-09-06T16:35:41.603
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According to
[デジタル大辞泉「ないで」補説](http://dictionary.goo.ne.jp/jn/162543/meaning/m0u/%E3%81%AA%E3%81%84%E3%81%A7/),
the で could be the particle で or the continuative form of the auxiliary だ, or
the whole ないで could be a conjunctive particle, but practically speaking, you
can treat Verb+ないで as a te-form of Verb+ない* (Source:[アルク
「動詞＋なくて」と「動詞＋ないで」の違いは？](http://www.alc.co.jp/jpn/article/faq/03/2.html)), like
this:

> しないで + ください -- Please don't.  
>  いかないで + ください -- Please don't go.  
>  見ないで + ほしい -- I don't want you to see.  
>  泣かないで + いい (≂泣かなくていい) -- You don't have to cry.

Compare:

> して + ください -- Please do.  
>  行って + ください -- Please go.  
>  見て + ほしい -- I want you to see.  
>  食べて + いい -- You may eat.

*The te-form of Verb+ない is Verb+なくて. Verb+なくて and Verb+ないで are interchangeable in some usages, but not always. For example, you say 行か **ないで** ください, 行か **ないで** ほしい, 行か **なくて** はならない but not *行かなくてください, *行かなくてほしい, *行かないではならない.

* * *

> 危ないですから行かないでください。  
>  行かないでください、危ないですから。

You'd use the former _normal_ word order in writing and formal speech.  
The latter is only seen in rather casual speech. It can be like you're saying
it hurriedly, or you decided to add the latter half while saying the first
half.
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