Hello, BentJay. Personally, I don't think trying to fix on "physical" note locations on the theremin itself is a good idea. When starting to learn, it might appear a logical method, but it's very limiting and not so reliable.
The first problem is tuning. Tuning the theremin not only alters the position of the notes in the "air", but also widens or narrows the distance between notes, (although, of course, there's no gap between them). As Jeff S has already mentioned, the theremin needs tuning every time you play it, to adjust for any possible alterations in the note field caused by slight changes in the instrument's position, player's position, weather, temperature and several other factors. Therefore, marking the theremin with specific note-positions wouldn't really work; you certainly couldn't rely on notes marked during practice at home to be in the same place once the theremin was moved to a gig or studio.
Having come to the theremin from being a pianist, I can understand that it's easier visualizing the notes from left to right, rather than in and out towards the antenna ... however, learning good aerial-fingering technique is far more reliable in the long-run, than trying to physically fix the note position on the theremin case. Learning a finger-shift that gives you a reliable shift of a third or a fifth etc will, over time as muscle memory develops, become quite reliable, if you always tune the theremin to suit you own particular hand and fingering.
I guess it may just be possible to tune the theremin by moving the hand between two fixed marked points on the case that are, for example, a fifth apart ... then retuning (at a gig or wherever) using the same two notes, the same notational-distance apart, and matching them to the same two marks. That would keep things consistent ... but I still wouldn't recommend getting into such a habit, because of its limitations when playing.
When you develop good aerial-fingering, the notes are easier to hit SWIFTLY with fingering shifts, giving good, clear articulation, whereas when sliding the finger/hand along the surface of the theremin, the "drag" tends to slow note-changes down so that note articulation is much less "defined". I've seen Youtube videos of people resting their finger on either a button or a coin for ease of sliding around, but, in my opinion, it never sounds as nice as "traditional" playing methods, possibly becuase you may not be able to develop such good vibrato technique when the hand is anchored to something solid.
There always seems to be some confusion about which instrument was used in "Good Vibrations". In this Youtube video, Brian Wilson claims it was a theremin, (and is seen with one), but the older footage of the group later in the same video doesn't show a theremin, but what (from a distance) looks more like a slide or ribbon controller.
http://uk.youtube.com/watch?v=hZA6Dmz7nvk
This Youtube video is the only close up of the instrument I've ever found, and it certainly isn't a traditional theremin (no pitch or volume antenna); is this an "electro-theremin" / Tannerin? It certainly seems to be some kind of slide controller:
http://uk.youtube.com/watch?v=CelV7EbuV-A