Would I use a regular Masonry Bit for drilling thru brick ?
Only if it is a small diameter hole or you are a masochist. Otherwise you would really want to use a
rotary hammer bit, but then you will also need a
rotary hammer drill (not a "
hammer drill" but a "
rotary"
hammer drill, very different beasts). That is, assuming, these are the typical very hard bricks (like fired clay) and not especially soft or old and brittle bricks, in which case an ordinary masonry bit and drill would likely do just fine.
The reason one wants to use a rotary hammer drill and the proper roatary hammer bit when drilling into hard masonry is because a hole of any real diameter can literally take hours to drill even with an above average hammer drill, by which time you will have long since lost all feeling in your hands and arms (such can actually cause nerve damage with extended exposure). By comparison, a rotary hammer drill will easily drill that same hole in mere seconds (if you do not set a depth stop you will be clean through the brick before you even realize it) and the vibration will not harm your hands and arms, nor cause undue fatigue.
As an example, before I invested in a rotary hammer drill (they are not cheap, though you can rent one) I tried to drill a 3/4" hole in clay brick using the heaviest duty hammer drill (Bosch) and best quality carbide tipped masonry but I could get my hands on. Fifteen minutes later, I had long since lost all feeling in my hands and arms, burned out the drill's speed controller, and barely made a 3/16" divot, if that, in the brick. I then returned the failed hammer drill for a proper SDS-Plus (the smaller sibling)
rotary hammer drill and a 1" bit and then successfully drilled that even larger hole through the very same brick in under five seconds from start to finish.
That said, if this hole is no more than around 1/8", or thereabouts, then you can usually get away with using ordinary carbide tipped masonry bits and a drill coupled with a good deal of elbow grease and patience, but I would not want to have to drill more than a few such holes into hard brick (cement block, by comparison, is no problem as they are much softer). YMMV.