I tried this by mistake. I forgot to bring it in for the winter and it did live for two years. Then we had a really bad winter and it died.
Stush is right Yucca is a good plant for the cactus garden. I use it around the yellow blooming cactus.
A few more ideas......
To set off the red blooming succulents I use pottery broken up as ground cover and put a cactus in the some southwestern pots. Terracotta pots look good mixed in between the plants.