LIGHT IS IMPORTANT!
Most cacti will need as much light as possible, while some others a bit less, yet others needing more than average.
The cacti that need as much light as possible (stand them in direct sunlight and the more, the better) would be most Notocactus, Obregonia, Astrophytum, Pilocereus, Mirtillocactus, Ariocarpus, Ferocactus and some Mammillaria species. The Saguaro (Carnegia gigantea), Prickly pear (Opuntia ficus - indica) can also be left out in full sunlight. Plants with very dense spination, very tough thick skin and cacti with blue or white coloured stems also fall into this category.
Cacti that would need moderate light are Aporocactus, Chamaecereus, certain Gymnocalyciums and similar. These can be put on a sunny windowsill but shaded from direct sunlight by a light scattering material, such as is used for plastic bags.
Cacti with low light requirements are leafy rainforest cacti, sunlight can kill these plants. These plants are better to be kept inside, away from sunlight.
One important hint: if you are watering or spraying your plants, do it after the sun has set as water dropplets can act as lenses in the daytime and burn the tender skin of your plants.