Young prickly pear pads are called "nopales" and are a popular food item in Mexico. Mexican immigrants brought them to the USA, so you can find fresh nopales in supermarkets in areas with large Mexican communities (i.e. the Southwest and West). I don't know for sure, but I would guess that they're fairly cheap, at least in the areas I mentioned above. Although they're sold fresh, you have to cook them before eating them. They taste similar to green beans, except slightly tart and with a sort of mucous covering them. http://en.wikipedia.org/wiki/Nopal

I'm curious too! Here in Australia we do have the fruits, but not as common as other fruits. The cactus itself is regarded as a weed (it's everywhere).