I would say the main theme of The Playboy of the Western World is rebellion. Shawn's reluctance to be alone with Pegeen and the fact that he waits for approval of the Vatican make him seem unexciting to Pegeen. Christy, having told everyone he's killed his father, is treated like a hero, indicating that this kind of rebellion is looked upon favorably. Pegeen criticizes Shawn for being so conservative showing that she is somewhat rebellious as well.
A secondary part of this theme is how others react to rebellion. They applaud Christy after having learned he killed his father, but berate him when they find out his father is still alive. In fact, when Christy attempts to kill his father in front of everyone, they condemn him. Then, Christy and his father turn their backs on the others, his father somehow gaining respect for Christy.
It is an interesting if not duplicitous theme because the characters respond positively to signs of rebellion but they do so with a herd mentality, which itself is not so rebellious.