Most cheap magnesium is magnesium carbonate which is least effective and causes diarrhoea (should be taken with calcium to prevent that). Magnesium aspartate is sometimes prescribed as "working one", but can be neurotoxic (according to this paper).
Me too. I haven't tried other versions which are recommended by this paper, but I can recommend bis-glycinate. I tried carbonate and it didn't work for me. Recommended dose is 150mg/day, but I've found I need even 300mg/day (heavy cofee drinker).
I take Mg Taurate against extrasystoles and it works very well for me. I also tried Mg Citrate together with Carnitine which enhances the Mg uptake in the gut. Mg Carbonate or Oxide are hardly soluble and also basic which makes it not very digestable.