Summarize:

When it comes to obtaining seeds for your cactus, you have two options: buying seeds from a gardening store or supplier or picking your own from a cactus that you already have at your disposal. Here, you are essentially choosing between price and convenience — store-bought seeds are cheap and pre-packaged, while self-picked seeds are free but require a little more work.  If you're buying seeds, you shouldn't have too much trouble finding them for sale. Many brick-and-mortar garden supply stores sell cactus seeds, while online shopping sites can allow you to effortlessly browse hundreds of varieties before ordering. If, on the other hand, you want to pick your own seeds, start by finding the seed pods or fruits on your cactus. Usually, these are brightly-colored offshoots of the main cactus body which bear a flower. When the flower falls off, the pod or fruit is ripe and is ready to be harvested (assuming it has been pollinated).
Pick seed pods from existent cacti or buy commercial seeds.