Limestone is calcium carbonate while lime is (usually) calcium oxide and/or calcium hydroxide. All of these are alkaline but lime is more so and much more water soluble so lime is a much more dangerous chemical to be introducing calcium with.
Limestone is also alkaline but it is not very water soluble so is not going to raise the pH by a great amount, but it can neutralise acid soils so be careful if you are growing acid-loving cacti. Also keep in mind that the plants don't necessarily need limestone just because they grow on it in the wild: they may just be tolerant of it unlike other competing species.
Several people do however use it and get good results (I don't bother, but then again I mostly grow columnars and epiphytes rather than the miniatures that grow on it in the wild) so use limestone if you wish, and preferably get some advice from some experienced growers.