For zone 4, it's about the only choice :-) Red leaved maples are not all that common across the genus and Norway maples are both extremely cold hardy and one of the few species with cultivars offering red foliage.

Look for Acer platanoides 'Crimson King' or 'Royal Red'.

Thanks for the advise. Did I understand you correctly that 'acer platanoides rubrum" will survive the winters in zone 4???
If I am not mistaken 'Crimson king' is not red-leaved, correct ? How about royal red, does it keep red color through summer season ???
And one more question. The 'acer platanoides rubrum" available in the nursery is grafted one. Are grafted trees more vulnerable than regular ones? Are there any dangers that the tree may die, or break at the grafted point at windy weather???

Yes, Acer platanoides is hardy to zone 3. And 'Crimson King' as about as red leaved as it gets!

Grafted trees are no more or less hardy than non-grafted selections. As long as you are purchasing from a reputable supplier, you should have no worries.