>>8293600So-Do uses cheaper-looking plastic and is riddled with cheap-looking stickers. It also has a habit of splitting up sets in annoying ways (ie, one box contains the body, the other contains the head!). It is inferior to Shodo in every way.
Shodo is generally much higher quality, with decent quality plastic, paint apps everywhere, and no stickers. They also split up sets sensibly, so you at least get a complete figure in one box and additional accessories are all grouped together in one.
But it is also somewhat confusing. Shodo VS is the original line, which I think is over now. Then you have Shodo-O and Shodo-X, which are its successors and generally have higher quality paint apps and some remakes of original Shodo figures with better sculpts. I am not entirely certain what the difference between X and O are, but I *think* Shodo-O is just figures, and Shodo-X comes with one bike per series. And lastly, we have Choudou, which is a Shodo offshoot that makes Ultraman characters.
tl;dr: avoid So-Do, buy Shodo.