I act rude and irrationally back and tell them that I know where they live and that I’m coming for them.
It always depends on the situation. I have an extraordinarily rude buyer at present whom I have a strange relationship with. They have insulted me in the past, accused me of plagiarism, and pulled out the "there are lots of other writers" card.
I wanted to block this person after their first order. I then planned to after their second order. However, then they ordered a third time and they have just ordered a fourth time. These are also $140 orders, so not exactly small change.
Now it seems like this buyer hates my guts but is very aware that I’m the best writer they can afford to hire by a long shot. In this case, they now just order and avoid communication with me and I’m kind of happy to keep working under these circumstances. (As long as $$$'s keep flowing in.)
This, though, is an exceptional circumstance. If it is a small $20 order, I now usually cancel when buyers start going postal. The way I see it, these people are determined to cancel or get me to work like a dog, and my reputation (that they can affect by leaving a review) is worth more than a maniac paying $20 for what is essentially just an opportunity to tarnish it.
If it is an order over $50, I try to appease manic buyers by just revising work to their specifications (if they have any), before redelivering without saying a word.
Then though, you have the rude buyers who act aggressively on purpose because they have always intended to try and get work for free by making you cancel. These people can simply not be satisfied. In this case, the first thing I do is try and determine if they are already using my work. If they are, I point this out and pen a pseudo "BTW, if you are doing what I think you are doing, I’m experienced in destroying businesses like yours by sending takedown requests with web hosts. In this case, FOC-off and try picking on another seller next time."
As I say, though, it is always different. My only universal approach is to hope that all such buyers come down with some kind of karmic flesh-eating disease.