It happens to me sometimes. Maybe 1 in 10; or less. If you cancel the order for 'non paying buyer' they automatically receive neg feedback. I like this feature since on ebay you can't leave neg feedback (for a buyer) at all. You can also adjust your settings to only allow orders for people with x% positive feedback. Therefore, if you filter your orders for only people @ 80-90% or higher odds are you will get fewer 'non paying' buyers. Unfortunately, you will also get less orders overall.
They get a couple courteous reminders & that's it. Then I just re-list the item.
peace
O