ApogeeKits.com has a new pitch-only theremin kit you can build yourself. It features both continuous and discrete (individual notes) mode. In discrete mode, 2 buttons control the octave of the output sound. The theremin runs off of a 9V battery and automatically "sleeps" when you haven't used it in a while to save power.
If you've been looking for a fun and cheap way to get started with the theremin, this might be for you. It's also small enough to build into all sorts of interesting cases. If you build one, let us know how it sounds!