Merriam-Webster lists both as plurals (although they list "dildos" first)
The OED doesn't seem to list any plural at all. Interestingly they list dildoe as an alternative form of the singular, but it seems to be an archaic form, as the only examples of it they give are hundreds of years old.
In common usage "dildos" seems to be the preferred spelling for the plural. (Google has 1190000 hits for "dildos" and only 30200 for "dildoes")