I would suggest that you focus on the way Dorian's character changes throughout the book as he plunges ever further down the path of corruption and vice thanks to Lord Henry's suggestions and involvement in his life. In the character of Dorian Gray, we see the conflict between good and evil being won by evil as, at every opportunity Dorian has to reedem himself, his evil side or circumstances conspire against him to ensure his continued slide into hedonism. Consider the following quote from the novel and the way that it explores the practice of hedonism to which Dorian ascribes:
Yes: there was to be, as Lord Henry had prophesied, a new Hedonism that was to re-create life, and to save it from that harsh, uncomely puritanism that is having, in our own day, its curious revival. It was to have its service of the intellect, certainly; yet it was never to accept any theory or system that would involve the sacrifice of any mode of passionate experience. Its aim, indeed, was to be experience itself, and not the fruits of experience, sweet or bitter as they might be. Of the asceticism that deadens the senses, as of the vulgar profligacy that dulls them, it was to know nothing. But it was to teach man to concentrate himself upon the moments of a life that is itself but a moment.
Dorian pledges himself to this practice where any experience, no matter how debased or absurd, is to be desired and acquired. Any thesis must explore the way in which Dorian's character declines during the course of the novel and how his portrait allows him to become a debauched figure wihout losing any of his innocence. A suitable thesis statement might therefore be:
The Picture of Dorian Gray charts the descent of Dorian's character from being an innocent youth to being a corrupt individual whose life is lived for vice.
This thesis statement will allow you to explore the change in Dorian's character as the novel progresses and how this change is a downward slide.