For me, only 'Me neither' is correct. In fact, I was not aware of 'Me either' before I joined italki, and I was surprised to learn that this form existed and was widespread in the USA. 'Me either' sounds very wrong to British ears.
As you're from Europe, I presume that you'll have learnt British English. If you say 'Me either' to people who aren't familiar with informal American English, they will probably assume that you are making a non-native error, and may even correct you.
In fact, 'Me neither' and 'Me too' are the lazy man's responses. Don't forget that we have a whole set of short-answer responses echoing the auxiliary or modal verb:
I don't like x .........Neither do I
I can't do x.......Neither can I
I won't do x..... Neither will I
I'm not doing x.....Neither am I
I haven't done x...Neither have I
and so on. Or you can just take the easy option and say 'Me neither'. But it might be wise avoid 'Me either' unless you're in the southern USA.