Yes, all lionfish are venomous. Besides the dorsal spines, they also have a couple of pelvic and anal spines. However, lionfish are the least venomous family of all the Scorpaeniformes. I've been keeping lions and scorps for over 20 years, and haven't been popped yet, so I can't tell you firsthand how it feels, but I'm told it hurts. Just how much depends on the size of the fish, how deep the spine goes and the duration of the envenomation event. Just because I'm lazy and don't want to type it again, here's an excerpt from our upcoming lionfish care article:
First aid for a lionfish sting is immersion of the affected area in hot water (110°F - 113°F) for 20 to 30 minutes, or until the pain subsides. According to Scott Michaels, the application of rapid heat using a hair dryer will also serve the purpose. The reason for applying heat to the wound is because lionfish venom is composed of heat labile proteins, and the heat actually denatures the venom. Please, don't use scalding-hot water, as the resulting burn will likely do more damage than the venom.
Don't worry, unless you happen to be allergic to the venom (if you're allergic to bee stings, you likely are), or you get stung by a stonefish, your life really isn't in danger from the effects of the venom. That being said, you need to guard against secondary infection of the wound as well as make certain that there are no pieces of the spine left in the wound, which can cause infection. A tetanus booster is recommended if it is past due. To that end, you may want to seek professional medical assistance, "just in case".
Don't worry...a lionfish won't attack you. Their spines are defensive weapons, and most stings occur when the aquarist isn't paying attention to where the fish is or the fish gets spooked. Fortunately, most lionfish become quite tame and used to their keepers.
HTH