brick types for building extension.

There's no such thing as frost proof bricks, some more than others are more prone to 'blowing' though and engineers are about the best, although you don't have to have black, they also make them in red too.

You can use concrete blocks underground providing they are solid and not hollow, you can also use thermalite but these are expensive, trencher blocks are much easier but also expensive, but they cut the work down quite a bit, being 2 ft long and 11 inches thick, obviously you can't take these right up to damp given that there is no cavity, but if your footings are deep, you can use them up to one course below damp and then set out your exterior and interior skins to take you up to damp.