There's nothing I like more than the brioche stitch. It's nice and thick; so very sturdy. I know I posted a video about the two-colour brioche stitch tutorial on youtube, but I wanted to show how the stitch would look with one colour.
It's not a very good picture, I know. The digital camera is not with me for the moment, which disappoints me.
Anyways, its a very pretty stitch, and the video does a good job of explaining how to do the stitch. You do the steps the same way as with 2 yarns, except you are repeating the second-half round with the same yarn.
Also, I was looking up more information about the brioche stitch and found this site which is dedicated to the stitch and its various forms. Check it out! If you've done the stitch, trying the different variations should be easy.
UPDATE 04/12/13: I have added a tutorial that will hopefully help you work brioche here