Most lion fish tend to swim very slowly and tend to stay near rocks or plants for cover. Fuzzy's like to hang around the live rock and blend in. It is easier to catch dinner if it don't see you.
Along them same lines, when ever you have your hands in the tank make sure you know where he is. A sting from a lion fish is something that you will not easily forget.
What is the lion eating ? You should try to get him over to frozen foods (aka. krill, squid, shrimp, ect.) ASAP. Feeder like gold fish and live bearers are not healthy for the lion in the long run. It can be a challenge some times to get them to switch, but it can be done.
I also agree with AC. You should always research the animal before purchacing them. I work at a LFS, you would not believe the number of times people come with questions about an animal they got some where else. They just thought it looked cool, and they don't have a clue how to care for it. The one that blew my mind was a guy fell in love with a green morray (about 26 inches), he bought with out any idea of how big or knowing just how aggressive they were. He added it to his display reef tank at his office. With in a month he lost about $400 dollars of fish and a few corals( the corals were knocked over behind the live rock). He couldn't figure out what was happening to his fish. He found out when his secratary called him out of his office and he seen the green trying swallowing his chevron tang. I would say that was an expensive lesson, this happened just last month. Do a little research on the animal before you buy it, do a search on any search engine and you will find a ton of info on them. Or ask about them here or do a search on the forum about it, there is alot of folk that have tons of experience and have kept some really rare fish. Impulse buys can be very expensive and can ruin the tank your going for. Most LFS will hold an animal for a day, that way you can find out if it is going to work for you or not.
HTH
-Brian
