Actually neither of the options sounds quite natural. You would say "Ellos cenan arroz y pescado" (most common) or, if at all, "Ellos comen arroz y pescado de cena" or "ellos comen arroz y pescado como cena". When speaking about daily meals you usually use a specific verb that refers to that meal. "Ellos desayunaron leche con galletas"="They had milk and biscuits for breakfast", "ellos almorzaron un filete"="They had a steak for lunch", "ellos merendaron tostadas"="they had toasts for tea". Anyway the issue "por/para" is quite complicated for Spanish learners. You can have a look here about it: http://spanish.about.com/cs/grammar/a/porpara.htm

Puedes decir "para la cena", pero queda mejor "para cenar" ya que la frase hace referencia a algo habitual.