blech:

A Google Books ngram result for “Lego bricks” and “LEGOs”.

The Lego Group themselves use the former; the latter is, as far as I know, exclusively known in the US:

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Unfortunately, if the chart above is to be believed, the singular plural (as opposed to mass plural) form seems to be more popular now. I find the “Lego bricks” (or just “Lego”, for a bunch of pieces) to work far better. Ah well. Language, eh?