Doesn't have the most dice sites the option to choose between 0 and 9999?
Yes they do. While some of them also have decimal system. It only matters till what payout they enable gamblers to risk for.
I can't remember a site which only had the option 1-100. 
There was Rollin but it is closed now.
Some site even have the possibility to go for a 990.000x win but those chances are way to low for me.
You can try Yolodice.com where you can try for 990000x. Hope thats good enough for you to try. But imagine the rolls you have to play to hit that. It's quite hard actually but I have seen people hitting those for the "Roll lowest no. competition".