Answer: There are a few winter hardy cacti that you should be able to grow outdoors in your region. Prickly pear is the most common. Other hardy varieties include the claret cup cactus (Echinoceres), and spiny star (Coryphanta). It's not the cold that bothers them, it's the soil drainage. Soggy roots will cause root rot in no time at all. So prepare the soil well by incorporating sand and gravel so the site will drain quickly and be sure your cacti get a minimum of 6 hours of direct sunshine.
Best wishes with your new cacti!
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