Step 1: What amphoteric means.
An amphoteric oxide can behave both as an acid and as a base. It dissolves in strong acids and also in strong bases.
Step 2: Check $\text{SO}_3$.
Sulfur is a non-metal, and its oxide is acidic. With water it gives sulfuric acid, so it is not amphoteric.
Step 3: Check $\text{Na}_2\text{O}$.
Sodium is a very reactive metal, and its oxide is strongly basic. So it is not amphoteric.
Step 4: Check $\text{N}_2\text{O}$.
Nitrous oxide is a neutral oxide. It does not react with acids or bases at all, so it is not amphoteric.
Step 5: Check $\text{Al}_2\text{O}_3$.
Aluminium oxide reacts with acids like HCl to give $\text{Al}^{3+}$ salts, and also with bases like NaOH to give aluminate ions. Reacting with both means it is amphoteric.
Step 6: Final choice.
The amphoteric oxide is $\text{Al}_2\text{O}_3$, which is option 4.
\[ \boxed{\text{Al}_2\text{O}_3} \]