Another important thing to consider is sunlight. It is easy to get too protective over your garden and leave the most exposed and seen area as it is then hide the cactus 'experiment'. This isn't always the way to go as the cactus needs light, therefore some exposure is good.
Considering the size in the near and far future is an important concept to think about. While your chosen cactus may only be 3 feet high in a year, in 10 it could be much bigger. I have seen lots of people plant them just under cover to only have to dig them back up once they've got too big.
There are a few things to consider but once the final plans are done, cacti in your garden can really make it that little bit better.
Have a good weekend!