Have you sent an invoice to your buyer? You should send one on the day the auction ends if a buyer has not paid yet.
If it has been at least 4 days since the auction ended, file an unpaid item dispute. Four days after filing the dispute, close it and the buyer gets an unpaid item strike. This is not the same as negative feedback but it counts against the buyer's account. If they get too many strikes in a short period of time, they will be removed from ebay.
http://pages.ebay.in/help/sell/unpaid-items.html
At this point, you can add the buyer to your blocked bidders list so they cannot bid on any of your other items.
Additionally, you should change your buyer requirements to block bidders with 2 or more unpaid item strikes in the past 12 months.
