Fill the pots with your nice, well-draining cactus mix, water it, plant the cuttings about, 1/2 to 1 inch deep. Larger cuttings need to be a bit deeper, to keep them from falling over and pulling out of the soil. Smaller cuttings don't need to be so deep. Then, water the soil around them to settle it in nicely around the end where the roots will form.
Just sit back then and wait for new growth to appear. Water them thoroughly any time the cuttings begin to look a bit withery, like the cells in the sections aren't nicely full of water. They'll root fine for you. I've never had one fail, no matter how badly I neglected it.
Dryness of the soil stimulates the plant to send out roots in search of water, but the cells need to stay nice and fat with moisture, too. So don't dote on them too much, but do check in on them every day and say hello.
When the plant is well rooted and needing to have it's first transfer to a larger pot, I combine some regular potting mix with some cactus mix, about half and half. When they're ready for the second transfer to a larger pot, I use all regular potting mix. I will say, though, that the potting mix I use is nice and light and fluffy, and drains only slightly slower than my cactus mix.
"Isn't it enough to see that a garden is beautiful without having to believe that there are fairies at the bottom of it too?" - Douglas Adams