Learn Portuguese (Portugal): Eu vou comprar algo único na feira. - I am going to buy something unique at the flea market.

Yes, they are interchangeable! Algo is a single word for "something". Alguma coisa is slightly more common in everyday spoken Portuguese, but algo is widely used and perfectly natural here.

Since algo doesn't have a gender, why is the adjective único in the masculine form?

Even though algo is neutral and doesn't change form (it is invariable), Portuguese defaults to the masculine singular form when an adjective describes it. So, it is always algo único or algo bom (something good), never feminine.

Vou comprar translates to "am going to buy". Is this the main way to talk about the future?

Yes, especially in spoken Portuguese! Using the present tense of ir (to go) plus an infinitive verb like comprar is the most common way to express future plans.

Why is it na feira instead of just em feira?

In Portuguese, you usually need the definite article with places like markets. Na is the mandatory contraction of the preposition em (in/at) and the feminine article a (the). So, na feira literally means "at the market".