This isn't the first time I've seen these type of question in the short period I have been here. And the conclusion everytime, ummm, there isn't one.
Personally, a feedback is to rate your experience for the trade, if the trade never occured, how can you leave a feedback. Just becaues someone inquired about your item, even seriously inquiring doesn't mean he/she's obligated to buy. Unless he said "I'll take it" or at least clear acceptance of the offer, he's not obligated to buy. This is my general rule.
In your case, Optik, I'm not sure of all the PM details, but it does sound like you accepted his special request for shipping and he/she was about to pay you before flaking out. In my opinion, it's just poor trading practice, as for feedback, it could go both ways, but make sure if you do leave neutral or negative feedback, do detail out what happened. (ie buyer was commiited to buy, then refused to pay and back out of deal)
If you don't want this to happen again, never hold an item for anyone unless they decide to put down a deposit for you to hold the item till a certain date. First with the money always get the item.