I deal a lot on ebay, don't threaten, but politely mention that you will leave "appropriate" feedback (if things don't work out how you want, or just because of sheer negligence on his part...)
Negative feedback kills some sellers on ebay, so its your best bet. Some care about the small amount of money they gain, but most will care about feedbakc because too many negatives can cause loss in sales/increased ebay fees.
If all fails, file a "item not as described" case if things get nasty. They will refund your price PLUS your shipping. So you get all your money back. I know money isn't whats important here, but I thought this might help you.
HTH
Really sad to hear what happened, no wonder shipping was cheap, 2 day is barely acceptable... and most certainly not acceptable if shipped on saturday. I feel like the seller has to be a complete moron not to know that anything live should not be shipped on/near weekends.
BTW people sicken me. A fish dies in shipping and it's just an semi-expected expendable loss. If a puppy was shipped and died in transit, it would be animal cruelty. I mean two different animals, but still animals right? I don't see how the fish dying is any more acceptable. I won't say I've never inadvertantly killed a fish (or other pet), but I always did whatever was within my ability to make sure the animal was taken care of. I do this with all my animals; I believe if you are confident enough to adopt an animal or take it from its' home and into your care, you better be damn ready to take care of it. Well off I'm stepping off my soapbox now.
No human being, however great, or powerful, was ever so free as a fish.
-John Ruskin-
"I have to laugh when people call fish-keeping a hobby, if anything, it's a science... and for some, an obsession." - Me