I have had extensive problems with mealy bugs in the past. By the sounds of it, it is a bad infestation. This is what I did to clear mine up for good.
Make a big bucket of confidor/water mix and soak every pot in your collection. This will dramatically reduce their numbers to a manageable level. Be sure to soak the entire soil and if possible the cactus too.
Next, make up a spray of Faicam and spray the ground/floor, tables/stands etc. Anywhere ants can climb onto your pots. Ants are the biggest spreaders of mealy and other diseases. One spray with Ficam will roll the little bastards and keep them out for months. A word of caution though, Ficam is very potent. Don't spray your self or your plants. Anything with a skeleton on the outside is going to die, fast. I never realized how many centipedes came into my greenhouse at night until the morning after I sprayed with this stuff. They were still there at sun up. Dead.
Follow up spray with Confidor once a month.
Once the infestation is under control you can consider introducing predatory mites and insects to keep them at bay.
This worked for me and I have had no mealy issues for quite sometime now.