You will hear them used interchangeably by native speakers, so it's safe to say that both ways are fine. However, if you would like a more detailed explanation, here is some more info...
Both expressions are shortened versions of the same statement. Take this sentence for example, "I do Not want to go Either." In English, there technically should be a negation (here, it is the word "not") in order to use the word "either."
So, the word "neither" is an abbreviation for the words "not either." We never say the words "not either" this way though.
Therefore, "me either" and "me neither" are both short for "I do not want to either" (or some variation of this sentence, i.e. "I do not have any either")