Our first suggestion is the CD soundtrack to "The Day The Earth Stood Still". This classic 1954 film was scored by Bernard Herrmann and features heavy use of the theremin throughout.
This album is available from Amazon.com now and makes a wonderful stocking stuffer.
And here's a quick Amazon.com shopping tip... If you use the search engine at www.a9.com, Amazon.com will give you pi/2 (around 1.7%) off all your orders.
Klaatu... Barada... Niktu!