While Lord Henry Wooton certainly offers Dorian the first ideas about "living for sensations", we could argue that Dorian took these ideas and "ran with them", making them more and more dangerous and exotic than anything Lord Henry could have taught him.
The Picture of Dorian Gray is less about the journey of one man, and more about the inherent human tendency to fall from grace and enter into our basic Id: The part of every human being which is dark, hungry for the forbidden, and curious about everything unknown.
As far as what we can trace about Lord Henry's influence on Dorian, it really does not go any further than his suggestions. Lord Henry merely suggests several things to break away with social norms. Some of these include not going into philanthropy, not taking beliefs at face value, experimenting with sensations, and heightening our senses physically.
From a different perspective, however, The Picture of Dorian Gray is also Oscar Wilde's own homosexual manifesto. In the story, he basically states all the maxims and axioms that he, himself, believes in. This being said, Oscar Wilde is also known for strongly stating, over and over, that nobody influences another person to do anything. Instead, that the influence of a beautiful PERSONALITY might do the trick. Ultimately, however, it is our own responsibility to "remain in the gutter, or look at the stars".
Therefore, Lord Henry is only partially and minimally to blame for Dorian's disgrace. Dorian experiences things that Lord Henry perhaps never would have dared to experience, himself. We see this in the fact that, no matter what his philosophies are, Lord Henry is still married and lives according to the rules of society, regardless of all the stuff he says. Dorian is more than just a talker. He is the carrier and the performer of Lord Henry's private gospel.