Auction problems - any ideas?

So I purchased some .40 S&W brass online from an auction at GunBroker.com. I've purchased stuff from both GunBroker and of course the ubiquitous Ebay. I've never had an issue like this. I've never left or have been given negative feedback.So anyway, I paid for it ($65 with shipping) via PayPal back on the 9th and I still don't have anything.The seller claims to have shipped it via USPS on the 13th. Being priority mail it should get to me by the 16th. Now the concern: he doesn't have a tracking number even though it was shipped via priority mail (the brass was pictured in a priority mail box). Having shipped tons of stuff with Priority Mail, I know that I get a tracking number that can be used to know that something has been shipped and delivered. If nothing else it gives me some way of going to the post office to see about tracking down something in case it doesn't get delivered.At this point I think I'm going to ask first for a refund and if that doesn't work escalate to PayPal and/or my credit card. Even though the package wasn't shipped insured (presumably), I don't even have any proof that it was shipped at all. Without having a tracking number I can't verify that anything was shipped. (Granted, it could be a brick, but at least I have something to grasp on to) All I know is that someone has my money and I don't have anything to show for it.So, what says the wisdom of the community?