http://resolutioncenter.ebay.ca/
If the bidder is friendly and polite, choose "the buyer and I agreed to cancel'
If the bidder is hostile and angry choose "I haven't received payment"
The first asks the bidder to agree. If he does you are both freed from the transaction and can leave feedback.
The second demands payment. If he does not pay, he gets a Strike which will make it harder to bid on eBay in future.
Go to your Seller Preferences to set up an automatic Block against bidders with Unpaid Item Strikes.