Well..you just have to report them to ebay safe 
harbor. If you are reported 3 times for not 
paying you are suspended from ebay. Alot of 
sellers dont do this because they are afraid of 
negative feedback being left by the non paying 
bidder. A double edged sword. I also cancel any 
bidder with 0 feedback or shades unless they 
email me first. I noticed everytime someone with 
0 feedback bidding on my auction without some 
sort of email always dissapeared and never sent 
payment.
Its really frusterating. You just have to watch 
who bids on your items and cancel any suspicious 
bids.