You do realize that paint burns? Between the fumes released when that happens and the fire hazard for your home, I hate to think of the damage you could do to your family and your house. You should see the statistics on house fires caused by fireplace accidents of all kinds. Besides all that, if you're putting in an insert, which from my experience hides the interior bricks, why bother painting them, even if it made sense otherwise?
If you're talking about the bricks AROUND the opening of the fireplace, making up the facing and hearth, well, you're right. You will get lots of different opinions. Tons of people post on this board asking about painting their fireplace (and other) brick, and they've pretty uniformly been given the same answer. "Please don't." If the reason you want to paint them is because they are scorched, there are cleaners that can help with this, and even professional cleaning services just for this purpose. The place you're buying your insert from will almost assuredly be able to assist you.
If you are planning on using this insert as a mode of heating your house (or supplementing the furnace), you should be advised that they produce a great deal of heat (my parents actually used theirs AS their furnace--but theirs was woodburning). Therefore, any paint you decide to use (in spite of Jay's good advice) which is not designed to take a great deal of heat won't last long. It will crack, blister and peel. Then you will really have a mess on your hands, and Henry will be trying to help you figure out how to strip the paint off again.
Brick is beautiful. Get it cleaned. Leave the paint brush in the workroom, and use your time on another project. Happy summer!