We are licensed builders and prefer to build using double bricks. Double brick construction is considered a good insulator and the house will be warmer or cooler in the various seasons.
The benefits of double brick construction are that the walls are almost finished once the bricks have been laid. The walls could be cement rendered on the interior and, or one can fix plaster board over the bricks. If you choose a face brick, especially for the exterior walls, you eliminate the additional costs of cement rendering and or painting. The choice of face bricks also eliminates future costly painting.
For people who are concerned about sustainability, by virtue of the manufacturing process required for bricks, they are usually described as having a high with embodied energy value, but make up for this with high installation and acoustic values, and of course longevity.