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Not that I advocate mindlessly killing lionfish, I do, but in addition to the above, said doomed lionfish should be considered a non-native/invasive species before doing so. And afterwhich, cruise on over to the Lionfish Recipes thread and introduce yourself.. . . and now for the other perspective . . .
Understand your own risks in dealing with a lionfish. First and foremost is their ability to poison. I strongly recommend NOT touching a lionfish for your own safety as well as the safety of your dive buddy. We don't want dive buddies freaking out because you are injured by a lionfish. If you are trained (and properly equipped) AND are outside a marine sanctuary or other protected location, then go ahead and kill it. I don't know of anyplace that has a "hunting season" for lionfish.