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Some cacti are from Mexico. I think majority of mine are from somewhere in South America where they almost always have other plants growing near. Some of them will grow on side of mountains where the sun is shining for few hours. They also will be protected by rocks sticking out here and there.
Generally they are used to high temperatures (except the ones that grow higher in the mountains), colder nights, but not necessarily direct sunlight all day long.
Some have thick spines that will protect them from the burs and are more resilient than others.

Have a look:
Echinopsis is one of the most common cacti.

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And Mammillaria bombycina that I have on the photos above growing on rocks in Mexico :)

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such spots are dry

Yep :) Looks like light brown crust.

Don't you make tequila? ;)

Haha nope :D