I sell on ebay for a living, and I've been on it 
for over 4 years...  I deal with non-payers all 
the time.  Unfortunately there's absolutely 
nothing you can do to avoid them.

I've also read the eBay forums quite a bit, and 
people have discussed this many times - putting 
threats and such like you described actually 
turns off honest bidders, many people say they 
are less likely to bid on an auction wiht harsh 
terms, so I would suggest you not include 
anything like that.  People who don't plan on 
paying will bid on your auction whether or not 
you have warnings and rules there, and obviously 
if they are not paying for the auction, they 
aren't going to pay a penalty fee.  

So the best you can do is take out the warnings 
so you don't discourage honest bidders, and just 
go through the Non-paying bidder/Final Value Fee 
Credit process.  Bidders who have three warnings 
are suspended, but you need to go through ALL 
the steps in order for that to happen.

Every week or so I go through my closed auctions 
and send off the warnings/credit requests.  
Sadly, its just a fact of life with eBay.  I'm 
pretty much used to it now.

Probably not the answers you wanted to hear, 
lol, sorry :)  But honestly, there is nothing 
you can do about it other than try not to let it 
get to you so much.  Go through the NPB process 
and relist the item.  (And hope for the best!)