Of course. Everyone must start with 0 feedback so 99,9% of them do pay. Im guessing you're having some problems with one right now. Sometimes it happend unfortunatly. All you can do is to e-mail and call. If no respond or money fill a non-payer complaint to Ebay.

Yeah, everybody has to start somewhere.  My auctions though, say that if you are a "0" feedback bidder, you have to email me before placing a bid.  That's so I know the person exists.  I have cancelled bids before for 0 feedback people who didn't let me know ahead of time.

So you might try a policy like that one.

When I sold a lot, I also had problems with 0 feedback members.  I usually just cancel there bid unless they email me first.  Just state that in your auctions that they have to email first and you shouldn't have any problems.  Lots of sellers say only bid if you have over 10 positive feedbacks.