The hardy Opuntias you see in garden stores are hardy in Toronto. They don't mind if they're covered in salty snow or if the roots are moist and the soil is frozen solid. The flowers are attractive. The glochids are fierce and not a good idea if kids or dogs are around. And you will get glochids on your hands, not fun. Hot, full sun is good.
For the other ones, make sure the soil is rocky/raised/very well drained. Bright sun with some protection from excessive heat and light shaded by other plants such as grasses. Cacti can burn, especially when young. Wet, soggy, constantly moist soil will rot the roots.