This is the Hello Kitty theremin I built for the anaphylaxis performance on 12/2/2000 (and have used for all but one performance since as of May 2006). It was built using a Chuck Collins theremin circuit board kit and a Sanrio Hello Kitty pencil case. The compartment on the side (originally for holding erasers) was drilled through to make a battery compartment (see below).
You may be interested in having a look at the Hello Kitty "optical theremin" I built as well.