Made a design for a client - never paid - what should I do?

To be honest, if he's able to scam you it's only because you didn't ensure your bases were completely covered. You've been given advice here on what not to do, like not giving your SSN number.. Yet you still did that apparently.

You may "wipe" the mud now, but it doesn't prevent him from being someone else the next day. Just take this as a lesson, and make sure you put together contracts, policies, and other legalities together before you do business with anyone again.