I recently had a non paying bidder. When I checked their feedback, I saw a whole load of feedbacks for non payment. Why doesn't eBay shut down accounts like these?
Anyway, I've found that there is something you can do for yourself which will reduce or stop this sort of thing from happening altogether. You can block bidders who have a history of non payment.
From My Ebay, Select Account (one of the links under your username) and click on Site Preferences. Then go to Buyer Requirements and click on Show and then Edit. You can then decide what level of blockage you want to apply.
Hope this helps.