The Picture of Dorian Gray
The portrait is the main symbol at work here. It's a kind of living allegory, a visible interpretation of Dorian's soul. Basically, the picture represents Dorian's inner self, which becomes uglier with each passing hour and with every crime he commits. It is the image of Dorian's true nature and, as his soul becomes increasingly corrupt, its evil shows up on the surface of the canvas. It seems that Dorian is not completely free of the picture's influence: as it becomes uglier and uglier, Dorian pretty much loses it. It becomes a kind of conscience, and it reminds Dorian constantly of the evil at the heart of his nature. (Check out our "Character Analysis" of Dorian Gray for more about the man and the portrait.)
The Yellow Book
This is a thinly veiled reference to J.K. Huysmans' À Rebours ("Against Nature"), an incredibly important novel of the Decadent period. In both the original text and Wilde's summary of it, its incredibly wealthy protagonist devotes his life to seeking as many aesthetic sensations as he can, regardless of what society says. He is a representation of what Dorian could become – a robotic being with no true emotions and no true relationships – looking for only the next new sensation. Upon reading it, Dorian sees aspects of his own life reflected back at him in this character's life. However, Wilde made some notable changes (like the explicit mention of the protagonist's lost beauty, which just makes Dorian even more scared that he'll lose his looks) to make it more fitting to his novel.
Most importantly, the yellow book represents the "poisonous" influence Lord Henry has on Dorian; Henry gives the book to Dorian as a kind of experiment, and it works horrifyingly well. Its hedonistic, decadent message makes it a kind of guide book for Dorian, who lives his whole life in pursuit of its ideals. Ultimately, as we're reminded, it's Lord Henry's fault for poisoning Dorian with the book, which comes to stand in for all of Henry's extravagant, selfish, dangerously seductive philosophical ideas.
Sex, drugs, and…opera?
These pastimes are symbols of the decadent, hedonistic lifestyle Lord Henry lures Dorian into; they're all different ways of living through sensory exploration. Opium, scandalous love affairs, and theatrical spectacle are Dorian's distractions from his conscience, and he indulges in all of them as a kind of escape. Lord Henry's philosophy, that we should all give in to what tempts us, is played out in Dorian's indulgence in all of these luxuriant, sensual pleasures.