Colors are such personal choices, the person you need to please is you.

But I looked for suggestions in Penelope Hobhouse's Color in the Garden - as a designer, she feels bright reds and deep blue toned (cool) pinks not good - too busy against brick. Yellows, salmon, coral pinks, orange more pleasing. White with the contrast of green foliage could be quite nice.

I would probably follow that advice, but salmon, coral and yellow are more appealing to me any location, I'm not a cool pink gardener and use only a little red. I'd love to see deep blue against that background, but of course we know you can't do that with azaleas.

You may want to keep an eye on PH in a bed against brick though, especially with new construction. The leaching properties of mortar near beds can potentially raise the ph out of the acceptable range for azaleas.

Your brick wall is so close to being an earth tone that I can't think of any azalea color that wouldn't look good.

Follow morz8's advice and follow your heart.

I held a CD up next to the screen, so that it was making all the colors of the rainbow, and what looked nice with that brick, IMO, is maroon.