I don't bother, evian. When I sell and mail an item i ask people to let me know when it arrives, saying I'll leave feedback then - if they don't bother, I leave them feedback after 2 weeks anyway, sometimes it triggers a response, sometimes it doesn't. I don't fret if people don't leave feedback for me.
In your example, I would never leave feedback until the item is received - it's a safeguard for you, what happens if you've left good feedback and the item is duff or they've overcharged you for P&P - or in your case, were very slow despatching. Feedback should be the last step in the transaction.