Harlequins are great, I've had 9 of them in a quarantine tank since xmas eve and noticed this morning they are spawning on the underside of some java moss covered driftwood branches.
As far as choice goes, try and think about how your fish relate to the tank dimensions & composition (elongated fish go better in more panoramic tanks) and also the colours of your hardscape and plants...
From my past experience, harlequins are much more likely to school in small groups, although I found that with time they tend to not school as tightly.
I have both. I've had bad batches of both, with huge attrition. My most recent batch of Cardinals--small ones (now grown)--had 0 losses.
Make sure the shop you buy from has had them a while. It makes all the difference.
As far as schooling behavior--that's a great question. Either will school well out of the bag. I have a 26-G aquarium that is 3 ft. long. When I had 4 Cardinals after a big loss, they stuck together well. When I added more (now 15), they often break apart in 2 sub groups. I still have 3 Harlequins and they stick together quite well, although 2 posture a lot to the exclusion of the other.
Soooooo ... I suggest buying about 6 of one or the other for a 26-G. Too many without enough room, and they won't school. Too few, and they won't thrive.
Re: shrimps--I have never seen a Card or a HR go after my juvenile or adult Cherry Shrimp. The shrimp are reproducing without incident.