Yes, and I also have experience getting "pricked" by one. Why in heavens name would anybody want to grow one? If you do get pricked by one, pray it isn't deep; they are absolute hell to remove, IME.
There are many lovely varieties to choose from, but by all means go for it if you must. They are easy to grow.
http://www.ehow.com/how_2086089_grow-prickly-pear-cactus.html
Cheers.