EBay gets more evil every month, I swear it 
does...

Anyway, because of zfb (zero-feedback) bidders
not replying or paying in the past, I've basically
started changing my requirements for bidders.
At this point I always have a paragraph in my
auction description asking anyone with a zero-
feedback rating who would like to bid to contact
me BEFORE bidding to let me know that he or she
intends to complete the transaction.  If the
bidder (with zero or negative-total feedback)
does not and instead just bids, I will cancel
the bid.  

Prior to this, I would write zfb bidders and 
just double-check intentions... ("Hi there... I've
noticed that you're bidding on my item.  Since
you're new to eBay, I would just like to welcome
you and make sure you're aware of the commitment
to complete the sale after an auction is won?  I
would love to sell this item to you - however,
I just have to make sure all new bidders are 
seious about bidding due to the high back-out
rate I've experienced with the past (no reflection
on you personally, I assure you).")

I'm sure this is not foolproof, and I've had many
bidders with several positive feedback comments
who have backed out and/or never sent payment,
but hopefully it will help to avoid some of the
idiots who make fake accounts just to play with
evilBay.  The site needs to start requiring
ID checks and/or credit card information during
sign-up... that would help defer a lot of these
jokers who think it's funny to play with 
legitimate auctions.  (lain321 comes to mind...
I am still burning over that jerk's involvement
in that lovely Akio cel auction, grr...)

Anyway... like I said, it's not a perfect 
solution, and I still end up having to file 1 
non-paying-bidder alerts per month (and, as I
really don't sell that much, that's pretty sad).
However, it's the only solution for the zfb
bidders that I can think of right now - at least
until evilBay starts doing ID checks.

Lady Zatara