yes, brick wall is good to block sound from going past it. However, it is a highly reflective surface, so you definitely want to add an insulation layer and drywall over it.
How high does the brick wall go? Brick wall is a definite block, but sound will also go through the ceiling layer and over into the neighbors rooms. Wood is not a really good blocker because it will resonate and allow transference of bass/midbass vibrations. Thick insulation in the ceiling can help, but it's not a 100% blocker.
My HT room is on bottom floor on left side of house. My master bedroom is on right side of the house on 2nd floor and 2 rooms over, but I still will get bass/midbass beats in my bedroom.