I worked for a small startup and had that problem several times. It was never a long enough amount of time that I really questioned whether or not I would get paid, but it did annoy me and the way the owner handled it made a very 'awkward' work environment. He generally gave an explanation as to why it was our fault, and why we shouldn't question him. Eventually I just left. He was very upset when I quit. He felt that I really owed him something just because he had hired me.

So what did I learn? He was a jerk anyway, and it wasn't worth working for him. Fortunately, the economic climate was more forgiving 4 years ago when that happened, and after working in landscaping for 2 weeks, I got a great job that I loved.

If you're really that concerned, go ahead and look elsewhere. If you get some pretty solid connections, go ahead and present your concern to your manager. Depending on his reaction, I don't think you need to feel like you're letting the company down by leaving. If they can't pay you when they said, they at least owe you a very good explanation.