Answer: Most cactus don't tolerate freezing temperatures. When we have freeze warnings in Phoenix (yes, more often than you might think!) it's common to see various tall, columnar-type cactus wearing white styrofoam cups on their growing tips as protection, sort of like snow hats.
Having said that, there are a few naturally occuring cactus in Arizona at elevations of 6,000-7,000 feet, where it does get cold and snow, although the soil is still well draining. However, these cactus tend to be scrawny, not terribly attractive prickly pear (I'm a cactus lover, by the way) that seem to just barely survive. I've never seen them for sale, because there are so many more attractive species.
I know it's fun to experiment with plants, so if you try, good luck!
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