HE AUDITORIUM at the National Gallery of Art was filled with children, but no one had a brighter twinkle in his eye than 65-year-old Glenn C. Henley of Hedgesville, West Virginia.

Henley, a retired recreation worker, and some of his friends slipped into the second row, near all the dignitaries.

It was a deliberate ploy and one that a new and growing group of stamp collectors has learned from experience is the secret to a more valuable collection. These collectors don't just collect stamps, they collect the programs issued by the Postal Service at ceremonies marking the release of new stamps, the playbills of philately.

What brought the collectors to the National Gallery last Friday was the debut of the 1987 traditional Christmas stamp, a Madonna based on the Gallery's 16th-century painting by Giovanni Battista Moroni.

As it has for all its "first day" ceremonies, the Postal Service had printed a special program containing the new stamp complete with a first-day cancellation. To Henley and his fellow collectors, it's not enough to get the free program; the trick is to get all the participants in the ceremony to autograph it.

"How else am I going to know that I was there?" said Henley, who has dashed across the U.S. this year, flying from Ypsilanti, Michigan to Red Cloud, Nebraska, to get autographed programs that were issued in those cities on consecutive days in August.

The reason Henley and his fellow specialists angle for the front seats is to get at the head of the autograph lines that now follow every ceremony. Many times those lines can last for two hours and Henley figures he can be back in the West Virginia Panhandle by the time the last autographs are being signed at a Washington ceremony.

Moreover, since some of the participants tend to slip away immediately after the ceremony, it pays to be at the head of the line. Secretary of State George P. Shultz, for example, was a featured speaker at the July ceremonies marking the 200th anniversary of U.S. diplomatic relations with Morocco, but did not hang around to sign programs.

The first-day program specialists have banded together and have done what many philatelic specialists have done: formed a society to promote their speciality. The American Ceremony Program Society does that through a newsletter that helps the exchange and sales of the programs.

Prices are soaring. A 1941 program recently sold for $100 at a recent auction, Henley notes.

Judging from the length of the lines at the National Gallery last week, a lot of the program collectors can be found in the Washington area, where many stamps debut.

One of those in the line was Ken Sterner, an Internal Revenue Service employee. He was boasting that he had gotten to 11 new stamp ceremonies this year and had the proof in hand: a single sheet of paper bearing first-day cancellations from each ceremony.

"It's been an excellent year for me," said Sterner, who recently paid $50 for the program of the 1986 Statue of Liberty commemorative. That's a high price for a recent program, but one that reflects the fact that the Liberty ceremony was by invitation only, unusual for the Postal Service.

The service has recognized the booming interest in its programs and tries to limit the number that any one collector can pick up at a ceremony. That's a challenge since many collectors attempt to loop back through the entrance for a second or third program.

Typically, they print about 2,500 programs and give away about 1,000 at the ceremony. Henley figures that only a couple hundred are signed by all participants. The undistributed programs go to the Postmaster General, whose spokesman said he uses them as gifts to VIPS, members of Congress and visitors.

Not everyone who comes to a first-day ceremony comes for the programs, although the one handed out at the National Galley illustrated dramatically how the Postal Service cropped the painting to produce the Christmas stamp. The Madonna occupies less than half the painting and appears secondary to an adoring male figure who was dropped out of the stamp.

The ceremonies themselves often can be as charming as the stamps they proclaim. To inaugurate the Christmas stamp there were: trumpeter Michael Fitzhugh in the brilliant red-and-blue uniform of the H.D. Woodson High School Band, playing the National Anthem solo; a chorus from St. Peter's Interparish School singing Christmas carols and, yes, even a commercial from the Postal Service, plugging stamps as Christmas gifts.

But it was the Rev. Raymond Boland, vicar general and chancellor of the Catholic Archdiocese of Washington who stole the show with a prayer.

"Bless us as we issue a new stamp," he prayed. "Yes, Lord, a new stamp.

". . . and if the Holy Mother and Your Son look Italian, don't blame Moroni, because he didn't get to Palestine too often."

Bill McAllister is a member of the Post's national staff.