Symbolism, Imagery, Allegory
You've heard your grandparents moaning about it: "Kids these days, with their sex dates and their crazy drugs and always blasting opera music late at night." Well, maybe not. But if your grandparents had been born in the 1810's and you were a rowdy young scalliwag in the 1890's, you bet they would have been clutching their pearls over your tickets to see Carmen.
In any case, these pastimes are symbols of the decadent, hedonistic lifestyle Lord Henry lures Dorian into; they're all different ways of living through (gasp!) 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.