it is extremely annoying and yes we have all been there.
I have one client, I blogged it last week, she made an appointment, all was well. she made the next one, but texted me the night before to say she didn't feel very well so cancelled but could she make it for the following week.
i told her I was fully booked so would put it in for following week. I texted her that week to remind her and she was great about it.
the night before at 10.30/11pm she cancelled and said she hadn't been paid so couldn't come. I offered to take a cheque and hold onto it, she didn't have a cheque book, but said she would be in touch to rebook.
I texted her back and said, fine, yes please re-book in person and leave a £10 deposit to secure the booking as she had missed 2 appointments, Haven't heard from her since.
Another client did similar, I sent her a bill by registered post, emailed her and left a message on her answerphone. she didn't pay up, and after talking to a few geeks, realised it would be too much hassle to take her to court, so let it go.
I have notices up in my rooms stating that I charge for unattended appointments or appointments cancelled within 24 hours of the appointment time, its on my treatment menus also. Most people are great, but its the ones that constantly mess people around actually don't think that it is directed at them. they have thick skins, don't give a hoot and just move onto the next therapist.