Be sure the cactus you have chosen is hardy in your area and in your growing situation or that you are willing to experiment and chance losing the cacti.
Plant as early in the season as possible to allow the cactus to become established before the next winter. Don’t let the cactus freeze hard at night during this time—cover or postpone planting until nights are slightly above freezing. Light freezes won’t hurt hardy cacti if they have been acclimated to freezing temperatures and are not growing.
Plant in well-drained soil. To build up a bed, add a layer of rocks and cover with rocky, loose grained (mineral) soil. Avoid organic soil (peat moss, bark, anything organic). Cacti look nice mixed in among larger rocks which also give some protection from the elements.
Give cacti some shade until established. Shade cloth works best as it allows the plant to adjust to the sun. Some varieties do best under nurse plants (this gives some shade and thermal cover in the winter).
During the growing season, (April through August) water your cactus garden when there is limited natural rainfall (every two weeks or so). Cacti can do without rainfall for long periods of time but they won’t flourish.
Marginally hardy plants for your area should be covered for the first few winters until they have adapted to your winters.