SQL statement to get all customers with no orders

This should work... theres more than one way to do it.

select * from persons where person.id not in (select person_id from orders)

You may want to use LEFT JOIN and IS NULL:

SELECT     Persons.LastName, Persons.FirstName
FROM       Persons
LEFT JOIN  Orders ON Persons.id = Orders.Person_id
WHERE      Orders.Person_id IS NULL;

The result of a left join always contains all records of the "left" table (Persons), even if the join-condition does not find any matching record in the "right" table (Orders). When there is no match, the columns of the "right" table will NULL in the result set.