Brick holds lots of heat..... could be great for sustained cooking temps over a longer period of time. Or maybe even brick-lined steel, if you don't want a big, bulky, brick smoker
I've used both with great results. The trouble with Brick smokers is if you don't get them just right it's tough to get them to draw the smoke through right. But when done well they're hard to beat. I personally like the traditional cast iron cabinets...with a large fire box.