Are bricks a good why to insulate your house?

Most bricks are relatively high density, and also generally good heat conductors, and thus poor insulators. That is why they feel cool to the touch at room temperature.

Some houses are constructed with hollow bricks. Air is a relatively good insulator, but suffers from convection so large air spaces are only moderately good insulators. Adding foam to the air spaces would be better.

Kilns often use a porous insulating firebrick that resembles pumice, and is actually a relatively good insulator.