There are currently two main reasons you might be trying to hunt down Cabal Champions in Destiny 2. One is for the Strictly Enforced Bounty that Saint-14 can give you; the other is for the Devil’s Ruin Exotic quest.
For the Strictly Enforced Bounty, the best place to go is the Sundial on Mercury. You don’t even need to do a run in the Sundial, because there should be a Cabal Champion hanging around outside the Sundial itself. When you spawn in, run up the steps, and you should have no problem finding him. Cabal Champions are fierce enemies, so make sure to bring hard-hitting weapons like Hand Cannons, Shotguns, and Rocket Launchers, and you will make quick work of him.
If you don’t have access to the Sundial, then any Nightfall Ordeal at 920 Power or higher that involves the Cabal will get you some Champions as well.
The Devils Ruin quest is a little bit different. The wording of the quest is a little bit misleading. While it tells you that you need to kill Cabal Champions in the Sundial, you have to finish a run in it and beat the last boss, as this is the only enemy in the Sundial itself that counts as a Champion. You can do your run on the normal difficulty, and once you have completed it, you will be able to begin the quest.
Bungie occasionally has issues with clarity in Destiny 2, when it comes to the wording of some quests and Bounties, but once you know where to go and what to do, it doesn’t take very long to get the new Devil’s Ruin Exotic Sidearm.