The grey subway can work nice but I think you need to do something different with the size of the subway and pattern you lay it in. So maybe a herringbone or chevron pattern in a smaller size than the bricks. You could also carrry your stone counters up onto the wall. this is really open ended and you have lots of choices. You might want to do some research on houzz and browse through kitchen photos with exposed brick to see what others are using and what catches you eyes.
I also had a client who wanted natural stone int he kitchen. Here are some boards with ideas that I had gathered for her:
http://www.houzz.com/ideabooks/6148716/thumbs/Client-SJG
http://pinterest.com/houseofpeltier/client-sjg/

Thank you for your ideas! I have become totally addicted to Houzz for new ideas, and having benefit of terrific advise is priceless!

I agree with A. Peltier Interiors, if you go with grey subway, I would consider laying it in a different pattern layout otherwise it could get too redundant.
1). What about a random subway mixture of glass and stone mosaic like the first photo post, the one along the bottom.
2). Or go with a mural or deco tiles from Stone impressions, like photo # 2.
3 & 4). Another idea, you don't necessarily need to match the grey mortar in the bricks (you can ignore that color, if you wish), as long as you add a deco tile that would coordinate with red bricks. It could be an off white tile like in this photo.

Interesting.... in these pics, the subway looks pretty good I think. I know it isn't butted directly against the brick in pic 2. I'm wondering though if grey is the best option?

I have the exact same situation and the same concerns. I've decided to go with back painted glass (probably "Dreamwalls") in either white or grey http://www.dreamwallscolorglass.com/

Green glass, copper, white subway....
All would last the test of time.

I actually like the idea of the gray subway tile, even in the same layout next to the exposed brick.

It looks great!