Hate to say it, but the most you can do is report them to eBay for nonpayment, hopefully get them suspended or with enough complaints you can get the buyer NARU'd (designated as "not-a-registered-user"), and leave negative feedback. eBay provides very little protection for the seller when it comes to completing a transaction. Deadbeat bidders seem to get away with a lot.
You should try to encourage the buyer to make payment or else you will have no other choice, but to leave negative feedback. Those are the words I use. 90% of the time it works because some buyers really fear negative feedback. Of course, if this happens they can retaliate and leave negative feedback for you, too.
Good luck!