Very annoying Tora, and I find it's not just sellers.....buyers can be just as ignorant. I come across it fairly regularly.
After two days of non-payment I send a reminder email saying I have the item packaged up and ready to post, will get it out to them as soon as payment has been received.
On the third day of non-payment I email to ask them if they've changed their mind or bid in error and want to cancel the sale. I always explain that it won't be a problem to cancel, as long as we go through the proper procedure, and I always add that I apologise if there's another reason why they haven't paid.
On the fourth day I email to tell them that I really don't want to open a non-paying bidder case against them, and hope that this isn't going to be the only option open to me. I often don't get a reply until I've sent the final email, and sometimes they don't even reply to that, and I end up opening a case.
I think I show more patience that a lot of sellers would, but it still doesn't spark some of them into doing the decent thing and replying to me. It's very bad-mannered. It baffles me how folk can be like it.