Several of my more mature cacti flower and produce seeds. If the fruit does not get taken by animals, I harvest it and store the dry seeds in labeled containers. Seeds have the best germination rates when used within 3 years of harvesting, so I try to plant or share the seeds within that time period.
I find growing cactus seeds outside in Arizona difficult. In the summer, it is so hot and dry, it is difficult to keep them from drying out and getting sunburned. In the winter, it is too cold for the seeds to germinate and grow. One method I had success with is growing the seeds indoors, by a window, in the winter. The sun is low in the winter and shines straight in through my windows. The indoor temperature is approximately 70C, which is ok for the germination of many plants.
For plants that need more heat for germination, I use my garage. My garage faces south, so it heats up a lot in the winter from the sun shining on the metal door. The temperature in the garage goes from about 65F at night to 85F during the day. This is an excellent temperature range for germinating and growing. The garage does not have nearly enough windows for natural light, so I got some LED grow-lights to enable me to grow in the garage. The spectrum of the grow lights is skewed towards blue and red, with less green light. Typically, plants reflect the green light and use blue light for growing and red light for flowering/fruiting. I was hesitant to use grow-lights becuase they have a bad reputation for wasting a lot of electricity. The new LED grow lights are more efficient. I have two grow lights rated at 19W, and measured with my Kill-A-Watt device, the total power consumed is 37.8W with a power factor of 0.97. I leave them on for 12 hours a day. So in a typical month I use 0.0378kW*12h/day*30days=13.6kWh. In the winter months (Nov-Apr) I pay 8.76c per kWh, so the total cost per month is $1.19. Using a few small grow lights indoors in the winter does not add significantly to the electricity bill.
I recently bought a second-hand Mars Hydro LED grow light that is much more powerful than my other two LED grow-lights. There are two settings on the Mars Hydro grow-light: a grow setting and a bloom setting. The grow setting has more blue light and consumes more power (114W). The bloom setting has more red light and consumes less power (52.5W). They can be turned on together for a maximum light setting (166W). The total cost to run the grow setting for a month in the winter would be 0.114kWh*12h/day*30days*$0.0876/kWh=$3.60. The total cost to run both sets of lights would be 0.166kWh*12h/day*30days*$0.0876/kWh=$5.23. I haven’t set up this new light for growing yet, but I expect it works better, especially for sun loving Arizona native plants and cacti.