I've got a good handful of non payers but that's over many years as I started selling in 2003. Most of those non payers in my list are years old as since GoDaddy bought Afternic and booted Sedo from their network the majority of third party marketplace offers I receive are from GoDaddy/Afternic now and Sedo are kinda dead.
GoDaddy is the the largest used end user Registrar by a long shot so GoDaddy booting Sedo, DomainNameSales, etc... definitely slowed their leads down as having GoDaddy promotion can trump 100+ smaller partners. GoDaddy/Afternic is the third party market that trumps anyone else in leads that come my way.
Most of my sales are direct as my domains point to my own sales pages. I prefer this as I can do everything immediately, negotiation response, escrow invoice to pay, domain pushed so deals are wrapped complete with money in the bank within a couple days. Third party markets way slower to respond, closed weekends, etc... so plenty of time for second thoughts. Closure rate much higher when you can jump on everything from negotiation to payment invoice and are open 24/7.