Just noticed David Holmes has compiled a Celebrity Playlist on iTunes. Regardless that he's the only named DJ I would consider paying to listen to, his selection isn't really much like his live sets – but you can see it's influence on his recent, and very reflective, album The Holy Pictures.
Actually the playlist may have been more obscure but of course the choice is limited to what's available on iTunes already – i.e. none of that rare and forgotten vinyl much loved by the DJ.
Anyway, there doesn't seem to be a way to link directly to a playlist on iTunes, so you'll have to search for his artist page and then click Celebrity Playlist.