Mods - not me, I have no skills there. It's a local guy, a well qualified professional who is curious about theremins - he's doing it at close to cost in return for having a good poke around inside my etherwave. (He assures me that I couldn't afford him otherwise.)
Plummeting Man - that was recorded before I got my etherwave - the chain was Kees Enkelaar theremin --> Danelectro PB&J delay --> Fender Frontman 15R, miked with a Plantronics USB headset. After recording and cleaning up (see below) I chopped it up and made a collage of the bits in GarageBand.
The interesting bit about Plummeting Man was the use of electromechanical effects - devices introduced into the theremin's control zone to augment my hand movements.
The "wub-wub-wub" sound is a twangulator - an 18" steel rule strapped to a dining chair at one end and with the free end positioned under the volume loop and then twanged. (You probably did this at school with a wooden ruler and a desk.)
The "Gizmo, the cute creature from the film Gremlins singing" (if you don't know the film, then it's an alveolar trill (http://en.wikipedia.org/wiki/Alveolar_trill)) sound is a frothatrill - a hand-held battery operated milk frother with a piece of fuse wire tangled in the whisk and sticking out like a single propellor blade. Correctly oriented in the pitch field it makes for a faster vibrato than I can achieve with my hand. (If I had unlimited funds I'd get a dentist's drill with a speed control pedal and use it for mechanical FM synthesis!)
I have since added a third electromechanical effect to my armoury - the [i]bacchetta di intervalli[/i] (interval wand) AKA the FLS (Very Long Screwdriver), as featured in the aforementioned White Noise 2009 performance, which is, in fact, a very long screwdriver - the shaft is about the same length as the etherwave's pitch rod. This is held in the pitch hand by the non-conductive handle and pointed towards the pitch rod. Touching the metal shaft with a fingertip makes the pitch jump instantaneously.
Recording - these days I take the XLR out from my SR Technology Jam 150+ combo amp & mixer into an M-Audio Firewire Solo audio interface, and thence into my MacBook, where I record with Amadeus Pro so I can remove any trace amounts of hiss and any clicks and pops that I don't like (I leave in the ones that I do like.) After that I'll either add a bit of stereo reverb and maybe some faux stereo still in Amadeus Pro, or if I want to do something fancy I'll take it into GarageBand and finish the piece there.
PS You're welcome to do mixes if you want. I'd be interested to hear the results.