There is a very simple algorithm for making odd-ordered magic squares. If you know it, you can fill them in as fast as you can write the numbers. Otherwise, it is a bit of work. For squares of order 8, 12, 16, 20, et cetera, the algorithm is a bit more difficult, but you can fill them in just about as fast as you can write the numbers (you are more likely to make a mistake than with the odd squares). For squares of order 6, 10, 14, 18, 22, et cetera, the algorithm requires making 4 sub-squares and shuffling some of the numbers, so you do not do these in a hurry.

For order three, there is really only one magic square. It can be reflected and rotated to make it look differently, but these are considered trivial variations on the same square.

For higher orders, there are lots of truly different magic squares. There are alleged to be 880 distinct squares of order 4, which can be reflected, rotated to make 7040 variations.

I have been told that nobody knows how many 5th order squares there are, and I have been told that there are more than ten million, which seems like too high a number to me. I would not bet against that estimate, because my intuition has been wrong before, and will probably be wrong again.