The Flaming Lips' Wayne Coyne has been sporting antennae and a chrome suit lately, but his band's not ditching psychedelic pop for glam rock. They're just filming a homemade, predictably loopy sci-fi movie called ''Christmas on Mars.'' ''My character, a superbeing from deep space, becomes the Santa Claus of this celebration,'' says writer-director Coyne. To ensure a properly ''loud and intense'' atmosphere, Coyne says the Lips hope to launch a traveling exhibition of the movie next Christmas: ''You can drink, you can smoke, you can f -- - in the back row for all I care.'' Now that's goodwill toward men.