"I'm sorry" and "excuse me" are interchangeable, and they're both commonly used. But someone who's not a native speaker might not understand the expression "come again." You might want to be more explicit: "I didn't understand. Could you repeat that, please?"

Hi. I agree with Jonathan. They are interchangeable. And the rest of what he said is true also.

Both. "Come again?" means please repeat what you just said because I didn't understand you. It is an informal colloquial expression. Only use it with friends.

Thanks, Adam