Experiments on quantum degenerate Fermi gases of magnetic atoms and dipolar molecules begin to probe their broken-symmetry phases dominated by the long-range, anisotropic dipole-dipole interaction. Several candidate phases including the p-wave superfluid, the stripe density wave, and a supersolid have been proposed theoretically for two-dimensional spinless dipolar Fermi gases. Yet the phase boundaries predicted by different approximations vary greatly and a definitive phase diagram is still lacking. Here we present a theory that treats all competing many-body instabilities in the particle-particle and particle-hole channel on equal footing. We obtain the low-temperature phase diagram by numerically solving the functional renormalization-group flow equations and find a nontrivial density wave phase at small dipolar tilting angles and strong interactions, but no evidence of the supersolid phase. We also estimate the critical temperatures of the ordered phases.