[i]Here is a quick answer to the analog/digital synth question[/i]
An analog synth contains oscillators, filters, amplifiers and control circuitry that produces and processes discreet electrical signals.
A digital synthesizer contains a CPU chip, memory, and software that perform mathematical operations on digital data (ones and zeros). The resulting data is converted to a (audio) signal via an internal Digital-to-Analog (d/a) converter.
A sampler is a form of digital synthesizer that contains an Analog-to-Digital (a/d) converter that allows external sounds to be converted to digital waveform data that can, in turn, be processed.
Many analog synthesizers are one-note-at-a-time (such as the Moog Voyager) whereas digital synths are polyphonic.
Modern analog synths allow MIDI control and may have computer memories to store different sounds (patches) for instant recall. Vintage analog synths such as the MiniMoog, ARP 2600, and older modular synths have no computer memory to store sounds.
If your Theremin has Control Voltage outputs, then your Theremin can be connected to an analog synth (to, in turn, control the synth). If you have a MIDI Theremin, then you can control any MIDI-capable device from your Theremin which would include modern analog synths, digital synths, even lighting equipment --- indeed, ANYTHING that accepts MIDI input can be controlled.