In Danish, Swedish, Norwegian and British/Australian/NZ English, LEGO is an uncountable noun like "rice" or "sand". The Danish LEGO company used to advocate this usage by printing the following on their sets:

"Dear Parents and Children

LEGO® is a brand name that is very special to all of us in the LEGO Group Companies. We would sincerely appreciate your help in keeping it special by referring to our bricks as "LEGO Bricks or Toys" and not just "LEGOS". By doing so, you will be helping to protect and preserve a brand that stands for quality the world over." [1]

So the singular form is clearly the manufacturer's intention, but "Legos" is widely used in North America and is just one of those words that grates if you haven't grown up with it. For whatever reason I have the same reaction when the Poms say "kit" instead of "equipment".

[1] https://english.stackexchange.com/questions/10839/what-is-th...