Penetrating sealers are the best type of sealer to use on red clay brick. For a natural, unsealed look, consider the Armor SX5000 or Armor SX5000 WB. For a slight color enhancement, consider the Armor WL550.
Unfortunately, if you are looking for a gloss the only type of sealer that can achieve a gloss is an acrylic sealer, but acrylic sealers have a high failure rate on red clay brick and should not be used.