Using Hohmann transfer, I believe the energy cost is the same both ways. Of course as you point out we have the Moon, "they" have none. So we'd have plenty of rocks to throw.
That said, we'd have to throw much bigger rocks to penetrate their atmosphere. And the likely (to me) actual plans would be:
Us: launch to the Moon, set up there, launch rocks from the Moon to Venus.
Venusians: launch and travel to the asteroid belt, launch an asteroid toward Earth.
The more I think about it, the more I realize that our plan would be the same as theirs: we'd both be heading for the asteroid belt, because nothing we could reasonably launch from the Moon would put a dent in Venus with that atmosphere.
And if we assume they actually can launch through that atmosphere, we're screwed: if they can do that, they're way ahead of us.
