Thanks for the great replies everyone, that was very helpful. Also thanks for all the pictures of your own setups
I will definitely go the greenhouse way, I had been thinking of setting one up anyway to grow some veggies of my own, so I might as well expand on that idea a bit to make room for some cacti.
I'll look a bit further into LED (ideally) or fluorescent light to raise seedlings (I've read fluorescent lights are also great for salvia, so I could maybe use it for both), then move them to the greenhouse once they have grown past the seedling stage.
I'm excited for the future
"The only way to deal with an unfree world is to become so absolutely free that your very existence is an act of rebellion." - Albert Camus