The best way to attach Christmas lights to brick is to use zip ties. First, take the zip tie and wrap it around the Christmas light cord and the brick. Then, pull the zip tie tight to create a secure connection between the light cord and the brick. Finally, secure the zip tie by tightening the knot. This will ensure that the lights stay in place and do not fall off. Additionally, make sure that the zip ties are not visible from the front of the house so that they do not affect the aesthetics of the holiday display.