When choosing your building materials, it is important to have a full understanding of their properties and consequent benefits. Below we compare concrete bricks with clay bricks.

Manufacturing Process: 
Clay bricks are made from a process that starts with a suitable blend of clays that have been mined, aged, then milled/mixed to even consistency. The clay is then extruded through a special press and sliced to size. These bricks are fired out before being placed in a kiln that is heated to between 700ºC and 1100ºC. Thereafter, when the firing is complete, the bricks need to be cooled and classified as to colour and strength. The process is very energy intensive, generates large amounts of carbon dioxide, is quite difficult to control and takes up to 3 months to complete. If that was not all, the set-up cost of a reasonable factory is about 10 times that of concrete for the same output. 

Concrete bricks are far simpler to manufacture: Suitable sands, stone and cement are proportionately mixed together with water, vibrated in a press, allowed to cure for about 14 - 28 days and are then ready for use. Total process time 15 to 30 days. Energy costs are quite low and there is minimal pollution. 

Movement: 
Clay and concrete products have different properties that affect the way they should be built into a wall. 
Clay bricks tend to expand after manufacture in the first few years of their life - about 3mm to 5mm over 10 metres of walllength. So expansion joints need to be provided. 
Concrete bricks on the other hand tend to shrink about the same amount (partly curing and partly drying out) usually in the first 6 months after construction. So concrete masonry walls need construction joints. Both of these opposite movements require joints roughly every 5 to 6 metres otherwise cracks will appear. 

Moisture Absorption: 
Contrary to common belief, concrete bricks have relatively low moisture absorption- about 5% to 7% whereas clay bricks vary. Depending on the burning and type of clay they can range from a 5% to 20% moisture uptake. The significance of which is, clay bricks need to be wet before laying otherwise they suck the moisture out of the mortar, whereas concrete bricksneed to be laid dry. If they are wet they 'float' and the mortar does not acquire sufficient early stiffness to keep the wall from sagging out of shape. 

Thermal: 
Individually, solid clay bricks have a lower heat transfer (better insulation) than concrete bricks. However once they are imbedded in mortar and plaster, the difference is minimal, especially if it is a cavity wall. 

Another thermal issue is the retention and release of heat - a heat reservoir. Concrete bricks are more effective than clay because they are generally denser and have a higher thermal capacity. 

Dimensional Stability: 
Generally concrete products are true to size and texture, whereas clay bricks can vary considerably in size, shape and texture. Thus clay bricks will need a thicker coat of plaster than concrete to obtain an even finish. Once the mason has mastered the art of working with lower suction concrete bricks, he will be faster and more economical than with clay bricks. 

Painting: 
Concrete bricks accept paint relatively well,whereas clay does not. Clay often exudes metallic salts in their early years, which causes paint to peel off. 

Strength and Durability: 
Durability is generally a function of strength. The clay brick, by nature of its manufacturing process, hardens from the outside in. If the outer face is damaged it is possible that the soft innerface could deteriorate. Concrete on the other hand tends to have the same strength throughout. 

Source: http://www.westerngranite.co.za/technical-information-comparison.php