Dorian's belief in his own sense of self helps to feed his hedonism. Once he is introduced to the idea that individual self interest can override morality, ethics, and even legal culpability, it becomes an almost "carte blanche" for Dorian Gray to explore these avenues with no repercussions. It is real interesting to see how Wilde plays on the notion of subjectivism in this depiction. I think that Wilde is smart enough to be able to fully grasp that the thinkers and poets of the time period and the preceding era that advocated the lauding of the subjective expression and personalized notion of consciousness as above all might have laid the groundwork for some fairly self centered behavior. For example, while we admire poets like Byron and Percy Shelley for their commitment to their voices and their senses of self, we tend to overlook that they did some not so very nice things in such a name. Byron was known to be someone that did not revel in monogamy very much and Shelley was so driven by his own art that he fell short on many of the benchmarks in husband and soul mate. In the end, thinkers like these two who embody the Romantic ideal of self and hearing the voice of self as the driving force of consciousness might have laid the groundwork for someone like Dorian Gray's conception of hedonism. Wilde is careful and artful enough to create a character who takes the sole notion of the subjective self to a new level where there are no limits and restraint, all the while detailing the horror of such a state of being in the picture.
"Moral duty is fulfilled through the pursuit of pleasure"--one definition of hedonism. Of course, Dorian commits himself to this after having been tainted by both Lord Henry and the book that Lord Henry entices Dorian to read. Before either of these, Dorian was an innocent who cared about others and their feelings. Afterward, his chief intent was to live for himself and for his own amusement. He did this by carelessly throwing away meaningful relationships, attending engagements but showing up late, indulging in opium dens and lewd love affairs with members of both genders, and ruining the lives of others simply because they were unable to keep up with lifestyle and remain lovely looking as Dorian did. Late nights, frequenting the poor parts of town for their X-rated entertainments, loose women, alcohol, drugs--all of these tend to show the tell-tale signs in dark circles under the eyes, fatigue, addiction, disease. People were simply unable to believe that Dorian was guilty of the things the rumors reported because his face and stature did not show the signs of wear and tear as his companions' faces did. Unbeknownst the everyone else, Dorian's sins were blatantly displayed on the canvas of his portait, which caused him to commit murder to protect his secret.