I would go by what you like. If it was against the wall, put the tallest in the back against the wall , the medium height flowers in the middle and the shorter flowers in the front. Sometimes you will find a plant that really loves the area it is in and it will grow taller than it says on the slip. You can always move it if you want to. Remember the brick wall will be warm and don't plant anything that can't handle the heat from it...
It depends on how much sun the wall receives during the day. Full sun, morning sun, afternoon sun.....full shade or part shade comes into play also. Does the wall face north, south, east or west? Different directions will create different heat situations, so the plants will have to be chosen with that in mind. Whichever direction it faces (maybe not north so much though unless you live down here) there will be a lot of radian heat coming from it that can fry some tender plants and throw off more cold in winter than possibly the plant can withstand. Plants growing in that kind of heat will have to be watered more often so that is a consideration also. And, since most early season annuals will not last longer than the gentle warmth of Spring in many parts of the country, you will probably want to concentrate on perennials, ones that like heat and are either native to your area or very well adapted.
Down here Snapdragons are Spring annuals, for something like a brick wall I would select some native perennials that could take our heat.
