There is a risk that a technically inclined person (not necessarily the owner of the connection) could snoop into your communications in moments of boredom. Online shopping tends to (and should) be done via encrypted connections and thus it is not generally the case that they would be eavesdropped, as there are more effective attacks than intercepting individual connections, and it wouldn't be done near your end of the link anyway. e-mails, yes, if I'm doing a capture on the network at that moment, I can read any e-mails you send or receive. Note OTOH that I cannot read your Inbox unless I break into your computer.
Having said that, generally speaking the chances of someone snooping are small, and the risk from it generally limited to having an usually anonymous person gain knowledge of private details of your life (such as via your e-mails), or know your browsing preferences.
This applies to any type of connection, of course. It's just easier and open to a wider audience on unencrypted (or WEP encrypted) wireless networks, LANs, and certain residential cable connections, but doable and done everywhere there is a router and a bored sysadmin.
On another subject, since you benefit from someone else's open wifi, I hope you will be polite enough to leave your own wireless network, if you have one, open for the occasional user to take advantage of. It comes at no cost to you and there is a collective benefit in doing that, as you can see.