There will always be cabs at o hare no matter what time you get there also, you can take the CTA blue line train, it goes directly from o hare to the heart of downtown Chicago and it runs 24/7. It is also probably cheaper than a cab ride. The o hare station is a subway, if you can t find it there is probably signs or you can ask someone.
Yes there are cabs all the time. shopping will be fine but might have a picked over look.