Always ensure that you document everything before doing any kind of transaction, especially on ebay. That way if you run into a bastard like the one in the OP, you'll be able to prove that you did exactly as promised, which blows the scammer's case out of the water.
Also, always be quick about setting up disputes with Paypal/ebay. I learned that the hard way when some guy scammed me a few years ago, he strung me along claiming that the package was in the mail, right up until the dispute window for paypal transactions expired. Needless to say I'm far more careful about transactions these days.