Drill into soft brick with a standard masonry bit. This may be possible without using the percussion setting on the hammer drill, depending on the brick. An expansion-type anchor is best for this type of brick. Screw-type anchors can be used in conjunction with an epoxy. All of the dust must be removed before adding the epoxy. Screw shield-type anchors may also be used on a limited basis for certain applications.
Drill into medium-density brick with a standard masonry bit without using the hammer drill's percussion setting. As brick gets harder, the percussion does little more than shake the drill. Water may be necessary to keep the bit cool and move dust out of the hole. Expansion-type anchors are best for this application. You can also insert a threaded rod with epoxy.
Drill into hard brick with a diamond drill bit and water to cool the bit. Hard bricks are resistant to a standard carbide masonry drill bit. Diamond bits are more expensive and more difficult to find, but they are becoming more widely available through Internet resources. Use expansion anchors or epoxy-threaded rods in hard brick.
Drill a test hole with a hammer drill. If the join is solid, insert your fastener. Screw-type, expansion-type, and screw shield-type fasteners may all work in solid mortar joints. In old mortar, there may not be enough solid mortar behind the face to attach an anchor securely. If this is the case, you will have to mortar in an anchor specially designed for this purpose.