Even if it isn't insured, the seller can fill out 
a lost package slip at the PO and start a claims 
process. A taiki cel I have "got lost" and when i 
requested a refund (package wasn't insured), she 
went to the PO to try and track down the package 
because she realized that on the receipt, the Zip 
code was wrong! (It turned out that the people 
handling mail at my dorm were lazy slackers who 
didn't document the package in when it arrived. a 
week later it turned up in storage. grrr....)

I think you should demand to see a scan of the 
receipt. The burden is on the seller to prove 
they mailed it, not on you to prove you received 
it, and if they're legit (and a decent business 
person...) they should have that information 
handy. Personally, I keep receipts until I 
receive a confirmation email that the person 
received the item. I usually email them after 
shipment anyway to remind them about feedback.

If they still cop an attitude, report to eBay. 
Whether they are a crook or not, eBay needs to 
know what happened, and maybe they'll be more 
accomodating knowing that more trouble is on the 
horizon unless they make attempts to fix this.

-Ky

p.s. In case you didn't see the other message, 
your Tiger's Eye cel awaits patiently. I'm moving 
in less than 2 weeks..pls email me :)