I haven't made any of these, but there's some good information here and some recipes that seem like they'd be tasty: http://www.rivenrock.com/recipes.html

Do you mean nopales? They are used extensively in Mexican cooking. They are usually boiled or grilled after being cut up. There's some sticky goo that comes out, so some people add the outer husk of tomatillos or a tiny bit of baking soda to the boiling water. Then, you can add them to stews, fajitas, quesadillas, anything you want.
http://www.mexconnect.com/articles/2163-cooking-with-cactus-nopales-cactus