Yes, a looper, I think, would make a good addition. Pamelia uses one in the “instruction” DVD for the EPro. And, in looking over information from NAMM, it looks like there will be several new loopers out there, including the return of some older names such as Repeater and JamMan.
FX can be used to highly modify the sound or subtly enhance it. For the most part, I’ve gone with the latter. I like two FX in particular for this.
The first is the Boss Octaver pedal. It adds a note one octave and two octaves below the pitch you are playing, and you can adjust the relative volumes between the original, the octave down, and the two octaves down. By adding just a bit of one octave down and even less of the two octaves down pitches, they sound like subtle subharmonics, making what you are playing fuller.
I like the Boss OC-2, which is no longer being made, but that you can finid on eBay. The OC-3 adds a distortion option (similar to what Hendrix used), which I didn’t want. All of the octave pedals use some sort of oscillator to create the lower pitch(s), and to my ear, the Boss has the best results for blending in with a theremin. YMMV.
Second, at the end of my chain I use the Arion SAD, a stereo analog delay. Just using a touch of delay gives a bit of vibrancy to the sound. Even better, the Arion pedal takes your mono signal and creates a stereo image. Take the outputs to two channels of your stereo mixer and pan the channels to opposite sides of the stereo P.A. Your theremin will sound incredibly full and wide.
Currently, I’m investigating using a tube pre-amp to help add more harmonics and roundness to the tone.
You might consider an exciter, too.