The most common amphoteric oxides tested in standard chemistry exams are those of Aluminum ($\text{Al}_2\text{O}_3$), Zinc (ZnO), Lead (PbO, $\text{PbO}_2$), and Tin (SnO, $\text{SnO}_2$). Keep this short list memorized!
Step 1: Recall amphoteric.
An amphoteric oxide reacts with both acids and bases. Such oxides usually come from metals of in-between character.
Step 2: Sort the options.
$\text{SO}_3$ is a non-metal oxide and is acidic. $\text{Na}_2\text{O}$ is a strong base. $\text{N}_2\text{O}$ is neutral and does not react with either.
Step 3: Pick the right one.
$\text{Al}_2\text{O}_3$ dissolves in acids and also in alkalis, so it is amphoteric.
\[ \boxed{\text{Al}_2\text{O}_3} \]