In a 20g, I would just go with the dwarf lion and nothing else. A 29 would give you and the fish a bit more room. In a 29g, the clown would have room to manuever (sp?) around the lionfish should the need arise. In a 20g, the space is more limited height wise, so no, I would just go with the lionfish in that.
Your plans for LR is good, you can try and make a cave for the lionfish to rest in. You can use cc, or you can try a layer of sand instead, but either way just use about 1" to 2". This way you won't end up with a debris trap.
The filter, skimmer, and powerhead sound good, but I would skip the airstone. They cause the salt to creep up around the lid of the tank and it ends up being a pain to clean. It sounds like you will have plenty of circulation, so you really don't need it.
Even if you decide to do the 29g and get the clownfish, might I suggest that you train your lionfish to eat prepared foods first? It is much, much easier to do so when the lionfish is the only one in the tank.
Your plans for water changes sounds excellent. Do you know about cycling with a piece of dead shrimp? Just use the ones from the grocery store and throw one in. Keep watch with your test kits until it's complete. That way the tank cycles without stressing out a fish.
