I have had this excuse countless times. There is no way that you can bid on a item by accident. I simply send them a polite email explaining to them that we do leave negative feedback for unpaid items and file unpaid item disputes with Ebay. I then explain to them that a unpaid item dispute will lead to a buyer strike which could result in suspension from Ebay. I have also found that filing a claim with Square Trade without a moderator (the free one) will also produce results. I never let a non-paying bidder slide because if you do it for one you will have to do it for others. If a buyer that plans on not paying gos through your feedback and sees that you have left negatives in the past for unpaid items they will usually not attempt to do it. If they see you never leave negatives then they know they can get away with it. That's what the feedback system is in place for. Use it!
I have to stress something I feel is equally important, that is do not do it if it has a alternate explanation.
There are times when someone will buy something but may not pay right away, because it would be more comfortable for them and easier to speak to you first. And those I understand very well, an order is not fully processed until its processed.
In those cases, you call the customer directly and make sure they understand the agreement and the time you will have it shipped by and then have them pay while on the phone with them.
This is probably especially true for small to large scale dropshippers...An order is not fulfilled until you have spoken to the customer, answered the questions and then receive payment. If not then, leave your unpaid item strikes. A wise decision which may boost sales alot in some cases.