Joyce - there are a number of factors to consider: the size of the pot, the type of planting medium being used, and the type of cactus. Small pots with quickly draining soil probably would need to be watered fairly often. Check online or with a nursery regarding the types of cactus that you have to determine if they can take full Phoenix sun and how often to water.

Good luck and welcome the the valley.

dlg

I have several varieties in full sun and I just shoot them for 10 seconds or so with the large spray from the hose about one a week.

If you have them in a wide pot where the roots can spread out and pull in a lot of surface water, you can water less often. Those shallow wide terra cotta pots are ideal for cactus.
As for sun, it depends on what kind of cactus and what kind of climate they evolved in. If you can, go to the Botanical Garden and see what kind of conditions the cactus in question lives in there. And the Botanical Gardens, whether in Phoenix or Tucson, are definitely worth the trip.