One of the best choices, seldom used in residential construction in this area, is a metal box called-- hold on-- a masonry box. Has knockouts only, no cable clamps. The flanges for mounting the switch or receptacle are rolled in so that the screws do not encounter mortar. For cable, a Romex connector is required. If mounting in an existing wall, the hole must be cut very precisely to size to avoid having the hole larger than the cover plate.
An internet search will find a photo of the box.

Masonry boxes are intended to be embedded in poured concrete.

They are overkill for mounting into a brick wall.