Prickly pears aren't that bad as long as you see them. Then again, what you see nasty, I see as yummy treats for my desert tortoise. She absolutely loves the fruit!

Heard that fruit can make some good jelly too.
Chollas are definitely pretty bad though. They're nicknamed "jumping cacti" for a reason, and that's because they come apart so easily, it's as if the pieces "jump" out at you.