I don't have a Burns, but from what I understand, this is a reasonable line to start with for the price. For this specific model, due to its size, It won't be as easy to play as other entry-level models like Moog Etherwave, but those cost twice as much.
If you're on a limited budget, this should be a decent place to start, but I wouldn't really go any cheaper, personally. If you can spring for $250 instead of $200, definitely go for the deluxe model of this. The added size will really help!
it'll likely be very quiet if you just plug your headphones directly into the theremin. luckily if you're just doing headphone practice you don't need a big expensive amp, something like this will do just fine