I seem to be in the same boat. I decided to temporarily suspend mining and zero my account at Slush, so did the following steps:
- increased the payout threshold to a value higher than total reward (i.e. confirmed + unconfirmed)
- stopped all miners
- waited till all reward bacame confirmed
- waited some more
- decreased the payout threshold to a value below the current total (==confirmed) reward.
The automatic payment was executed some time later, but I do not see this transaction in my bitcoin-qt.
I will try to rescan the transaction chain before bothering Slush with it.
Can't remember for sure, but I think the payments are sent without a transaction fee -- if true, it can take some time for it to be picked up in a block. I've seen 24+ hour transactions on Blockchain.