Gaussian (14s13p10d8f6g)/[6s6p5d4f3g] atomic natural orbital valence basis sets have been derived for relativistic energy-consistent small-core lanthanide pseudopotentials of the Stuttgart-Bonn variety. The existing set of lanthanide pseudopotentials has been supplemented by corresponding potentials for lanthanum and lutetium in order to arrive at a set analogous to the one available for the actinides. Multiconfiguration self-consistent field and subsequent multireference averaged coupled-pair functional calculations are presented for the first to fourth ionization potentials of all lanthanide elements. Molecular calibration studies using the coupled-cluster singles, doubles, and perturbative triples approach are reported for the monohydrides, monoxides, and monofluorides of lanthanum and lutetium.