Happens with everyone I think. My opinion:
1) Having the customer pay to return it is incredibly unprofessional. I probably wouldn't do it either. Pay for UPS to pick it up or at the very least provide a return label.
2) The best thing to do is track down the customer's phone number. A message left on an answering machine where a more principled girlfriend/wife/mother may hear works wonders. If you can find where he works, simply calling him at work and gently reminding him about the item works well.