I like cacti a lot. I've found prickly pear cactus (rooted young plant) and also seeds of Lithops for cheap on the internet. But before ordering I wanted to make sure I can grow them. I live in a house with windows on all sides although at this time the southern side gets the most sunlight.

IMHO you need supplemental lights for these type of plants. I have good results with T5HO's.

I've got a light therapy box! It gets hot though.

If you can provide additional light like Steve suggests, and you say you can, it should/could be OK. However, I would possibly not start out with PP and growing Lithops from seed. Most PP tend to grow into plants that are not really indoor suited, though there are at least a few that will take the temperatures you get in winter so you might even be able to grow the right ones outside - the wetness/humidity might be the problem rather than the cold. I would definitely not be the first type of cactus that would come to mind for growing indoors, there are many other types of cacti (Mammillaria, Gymnocalycium, Parodia, etc.) that would seem better suited to grow inside on a windowsill.
Lithops require quite specific growing conditions which change with species. I'd say it is worth a try, but maybe first with a live plant before you start growing from seed.