I work in the home energy/weatherization industry and we do thousands of these across the country. There are definitely better and worse ways to do this. On the “worse” end of the spectrum, you can cause all kinds of problems from reducing the efficiency of the dryer by contricting the ability to move moisture, to causing a fire hazard. All dryers have a specification for how long of a vent the blower motor can handle. This length gets shorter with every bend and elbow- an elbow is equivalent to 5-10 feet of straight run in terms of it’s resistance to airflow. The manual for the dryer will have that lenght. You can download most manuals online.
So, a couple of guiding points for making your decision:
1. Dryer vents should always be rund with ridgid (the sheet metal stuff) duct. No flex duct should be anywhere in the line- even if it is sort of metal (foil) and even if theY sell it at Home Depot as “dryer duct”. Builidng codes do not allow it and for good reason. The corrugated surface both reduces airflow, decreasing the efficiency of the dryer and creates a place for lint buildup which poses a fire hazard.
2. The shortest possible run should be considered. If that means going through the brick and you are up for it- do it. It’s not too hard- as noted in another comment, you can rent a core bit and rotary hammer at Home Depot. The 4″ hole required for a dryer duct shouldn’t pose any structural issues no matter where you put it. Unless you drill out a keystone in the door header, but that’s probably not where you would be putting a vent anyway.
3. No screws in the duct- it traps lint.
4. Seal the seams in the duct with foil tape – not duct (often called duck) tape. Despite its name, it is useless.
5. Avoid going through the roof if you can. It’s very difficult for the fan to push moisture that far vertically. If you do have to do that, you should stay on top of the lint accumulation and if the dryer is really inefficient and take a long lime to dry a load, you might consider a duct booster fan.
Hope that helps.