I recommend starting with the largest plant possible. Buy one that is already a large plant. If you can find a gallon pot that would be great.
I dug my new planting spot and removed some of the soil from the hole. Then I mixed in some composted cow manure and potting soil for cactus plants. Mix some of the soil in the garden in with this though. It should be loose soil when you are done. Make sure the crown is above the soil line slightly. You don't want it too deep.
Try to plant it in a location that gets less sun in the evening and full sun in the mornings.