Do Latter Day Saints / Mormons consider themselves to be henotheists? Up until now, I saw Christianity as a whole to be monotheistic (there is only one god that created the world, is all-powerful and intervenes in the world).

Whilst looking at monotheism and henotheism (belief in a single god while not denying the existence or possible existence of other deities and any other deities are viewed to be of a unitary, equivalent divine essence), Wikipedia's article on henotheism states that


  Some scholars have written that The Church of Jesus Christ of Latter-day Saints (LDS Church) can be characterized as henotheistic, but others have rejected this stance.
  
  Eugene England, a professor at Brigham Young University, asserted that LDS Presidents Brigham Young and Joseph Fielding Smith along with LDS scholar B. H. Roberts used the LDS interpretation of 1 Corinthians 8:5–6 as "a brief explanation of how it is possible to be both a Christian polytheist (technically a henotheist) and a monotheist".


1 Corinthians 8:5-6 reads (NIV)


  5 For even if there are so-called gods, whether in heaven or on earth (as indeed there are many “gods” and many “lords”), 6 yet for us there is but one God, the Father, from whom all things came and for whom we live; and there is but one Lord, Jesus Christ, through whom all things came and through whom we live.


What does the LDS church say about it?  Are Latter Day Saints monotheistic or henotheistic?
An article provided by FairMormon (a Latter-day Saint volunteer apologetics group not connected with The Church of Jesus Christ of Latter-day Saints) provides what I think is a good answer.  The full article, which addresses a broader array of questions than just the one here posed, can be found at this link.  

The substance of the answer provided by FairMormon is:


  There really is not a single word that adequately captures LDS thought on the nature of God. ... Instead of using a single-word label, one must actually articulate the belief (using fully-developed sentences or paragraphs). The single-word label that will adequately describe the full breadth of LDS thought on the nature of God has yet to be coined.


As a life-long Latter-day Saint, I concur with the quoted statement.  No single-word "-ism" has a definition that quite matches my church's teachings, and the differences between the definitions and the teachings are sufficiently important to merit not using any of those words as a full description of our beliefs.

The article, however, is not an official statement from The Church of Jesus Christ of Latter-day Saints or its leaders, which is what you are asking for.  So far I haven't been able to find any official statement, and it seems likely there is none.  A search at ChurchofJesusChrist.org (which is replacing lds.org) for "henotheist" returns no results, and a search for "henotheism" returns one result to an Old Testament lesson manual, though I cannot find where in the manual the word appears.  If someone can find an official statement, please share.