Looks like one shouldn't do it. But I would love to know if somebody has proven this article wrong.

Here is a link that might be useful: How to Not build a cactus terrarium

Unfortunately, it really isn't a very good idea ... or it might be better to say a really DIFFICULT idea to make work. Quite a bummer too, IMO. However, by all means, feel free to experiment. I honestly would love to see someone do this successfully (long term) in some type of simple/easy fashion.

The issue you mentioned with regards to it being too humid outside in your area is one of the biggest problems by far in a terr. setting. By their nature of being enclosed, humidity tends to accumulate or remain at higher levels than outside the tank.

Lighting is the other "gi-normous" problem. Providing the necessary light intensity often results in overheated plants and basically "cooks" them. If you do try this and have some of the really strong light lovers (definitely not something I would recommend, but ....), then plan on some 200W equivalent cfls. This would be your best bet for higher light intensity with less heat. Otherwise, if you try this out, go with any succulents you have that don't require super strong light.

If you try a desert terr, plan on using a fan or two to prevent the air from becoming stagnant.