Should I turn this dealer in to the police?
Why would you turn in the dealer?
He hasn't delivered the product he promised to me
While turning a dealer in to the police seems like a good idea, be careful that the dealer doesn't turn on you. if you have bought drugs from him in the past he might tell the police. Think about your actions before you do something that could cause you trouble too.
Do I really need to think about my actions, who cares.
Yes, you do need to think about your actions because your actions could harm you or even send you to jail. However, it is good to try getting a drug dealer off of the streets, even if your reasons aren't exactly altrusitic.