How to tell my advisor I am leaving the PhD program, when he is the reason I'm leaving?
Tell him why you're even more excited about the places to which you're applying.

At University X, Dr. Y is doing groundbreaking work in Z, and has published three papers in Prestigious Journal With A Latin Title in the last two years alone. Her students are also proving amazing results and speaking all over the world about them, and one of them just got a job at Top-Class University W. Every week they have a seminar where they discuss blah-blah-blah... [etc., etc.]
I'm grateful for all the opportunities you've afforded me here, and I think that X,Y, and Z would be an even better fit for me.