Brick probably has a slight edge in terms of energy efficiency but not by much. The insulation in the wall come from what is underneath the outside sheathing. Check with your local housing department to see what is the minumum and recommnded insulation factors and then the house should meet that standard.If you are buying an existing house, some rules of thumb are that 6 inch walls can contain up to R 20 whereas 4 inch walls contain only R12. The more insulation, the greater the initial costs, but the less energy the house will consume. It's a trade off and depends what part of the country you are in as to what makes sense. I am on the frozen prairies so our minimum now is R20. The overall tightness of the structure and window numbers, placement and energy efficiency all have an important bearing. Check out the Dept of Energy or housing for more information on how to assess this.

.

I'll toss in that IF brick vs vinyl ( or any other material ) makes any difference in the "efficiency" of a place; the insulation is woefully inadequate. Siding material is NOT where energy efficiency comes from; insulation and tightness IS.

Brick is a huge thermal mass . . . . vinyl siding is not . . but since they're both outside the "envelope" it really doesn't matter . . . Insulate and seal the place well; including vapor barriers and an air exchange system ( ERV of HRV ) and then put up whatever siding material you want. . . .

Bob

Well, don't forget that properly installed brick veneer siding has an airspace behind it, and as research has shown, brick does let in air and air leakage at many points, so....if there's any edge, it's so small that it's insignificant. What's more important, as pointed out, is the substructure of ANY siding job.

Consult the schedule J tables and you will see that brick will convey heat at a greater rate than wood or vinyl, therefore brick has a bit lower R-value, however, brick has nearly no infiltration loss as opposed to nearly 40% infiltration loss for open studs and siding therefore, in the end they both work out to nearly the same.

The real difference comes into play when you consider what type of insulation is in the walls and how the inner wall is constructed as well.

Every change in the wall construction from the interior paint to the exterior siding has an effect on the overall R value of the wall and with rare exceptions no two walls are the same.

Get that brick INSIDE a well insulated home and then you'll have something. Brick acts as a thermal mass as RC mentions so if inside the house it will absorb the ambient heat and release this back into the house slowly when the temps drop. Get that same brick on an interior south facing room where it can also absorb solar heat (sunlight must be hitting the brick) and you'll be another step ahead.
As to vinyl it is much used here in the South but it does have some major maintence problems; stains easy and we have red clay dust here that vinyl seems to soak up and in the high summer humidity of the South the north facing wall seems to grow mold in no time flat. Vinyl also punctures pretty easy. I'm thinking kids with pellet guns on this last.
Mike