Frustrating though it is (and I've been stiffed a few times) this is part of the hidden cost of doing informal business online. Overall, it may not be cheaper than a place with more enforcement/redress. Sooner or later, someone will screw you over - and you aren't getting the goods or your money back, and this person will get away with it too. Whatever the law says, policing in this area is near non-existent.
I tend to find the following helps:
Reframe and consider it as money well spent to learn something (perhaps about yourself/reaction to the experience). The more money lost, the deeper (if harder) the lesson. If I'm feeling generous, I may even consider that perhaps they needed the cash more than I did, but were too ashamed/scared/afraid of being rejected to say so.
Another question I will ask is: How much of my limited time is it worth to chase this thing? Especially against the chances of getting my money back/goods I paid for (which frankly after a few weeks, is likely to be near zero). If you value your spare time highly, it might not be that much...
I'm not a religious or spiritual person, but I think there's something to the notion of karma - if only that stiffing someone out of a few hundred bucks doesn't lie easily on someone's soul. Do I want my future self to have nightmares, be looking over my shoulder, or thinking about regrets on my death bed over past actions done? No - and I think most people's life experience is similar, so I try to live accordingly. If I stiff someone, no matter how I try to justify it - I know I really can't. Humans have evolved to be creatures of social cooperation - and going against that nature, isn't an easy option in the longer term (unless they are a psychopath, and frankly spending a bit of money to avoid getting tangled up with one of those is well spent).