Brick can be a difficult material to hang things on. Its durability means you can't use the standard methods that you'd use around the rest of your house. You'll need screws made for masonry and know where to drill and how to repair the holes after the holidays.
Note: Installing adhesive will make it very difficult to remove the Tapcon screw later on. Consider this a more permanent installation.
I leave a nail like this up for a wreath we hang every year. The nail and the adhesive are pretty subtle, but if you're worried about it you could pull it out and cover everything up with mortar. This will be a lot of work, though, because using adhesive makes it more permanent.
I love Ook hooks for hanging things in Sheetrock. These modern versions of picture hangers can hold a tremendous amount of weight. Each package is rated by how much weight it can hold. The hangers in this pack can hold up to 50 pounds; larger versions can hold up to 100 pounds.
Note: These anchors can be easily removed but will leave a hole about the size of a dime in your wall, so use them for more permanent decorations.
Note: Do not overtighten. If you keep turning the screw, it will break the Sheetrock around it, and the screw will just spin in place, creating a hole that's larger than the diameter of the screw.
Don't underestimate the value of a simple trim nail. Nails are easy to install, can hold a lot of weight and are easy to remove.