There are certain 'Hot' numbers which cannot be purchased. This happens sometimes when there are too much buyers on a number (for instance: 1111, 2929), when that happens, the player will not be able to place at all, and would be informed by the counter staff that the number is not playable anymore. Therefore it is always a good practice to buy your ticket earlier.
Apart from Magnum 4D, both Da Ma Cai and Toto Sports offers other games, for instance Sports Toto offers 6D Jackpot (which is almost the same concept but uses 6 digits instead of 4, hence higher winnings). Da Ma Cai offers a 3D and 1+3D which could be alternatives to the more common 4D games.