I've run into to this problem many times! I'm 
certainly no longer "nice" about letting these 
bidders know they are no longer welcome to place 
orders or to bid on my auctions and don't feel I 
have to....considering they robbed me of my time 
and money as well interfered with serious offers 
from other bidders.

On eBay blocking them is somewhat easy, since 
there is the bidder block and most dead beats 
don't usually won't bid on another of your 
auctions. At least no one has with me.  ^_^

Here's the URL to eBays "Bidder Block":

http://pages.ebay.com/services/buyandsell/bidderbl
ockFAQ.html#1