Adding insulation to exterior of wall - house half brick half vinyl siding

You made two states that are contradictory -

1. "I was thinking of a product like roxul comfortboard, so that the house can still breathe" and
2. "I get the feeling that I mostly need to make my home more airtight in order to increase comfort"

If you are finding drafts around the house, you don't need to choose products so that the house can still breathe. The drafts are telling you that it's breathing just fine!

As for insulating half the house (the part under the vinyl), go for it. But if you are going to be removing the siding anyway, I would look at the house wrap situation first and then think about more insulation. Keep in mind that adding insulation will increase the thickness of the wall so it might look out of place where it interfaces with the brick.

As for the windows, you should check to see what exactly is leaking air... Some times, the window has a replaceable felt strip weatherstripping that is a simple/cheap DIY job to remove and replace and that will do wonders for any drafts. If you are going to replace the windows, I would replace them all at once instead of doing two separate jobs - you might be able to get a better price for a larger job AND you can be assured that the windows match between the jobs.

I've found that insulating and weatherstripping is not able monetary payback but comfort as it reduces the drafts and improves the overall consistency in the temperature of the house (ie fewer cold spots on the floor or parts of rooms).

Agree with above. If you make the vinyl part wider it will look weird where it meets the brick.

Don't bother. You are talking about doing a halfawy-appraoch to an energy retro fit. These usually only make sense if you are tackling the whole house and re-envisioning the entire design of the building envelope. This type of project can get very complicated. If done incorrectly you can introduce new problems that didn't exist before (some houses are designed to be tight, and some are designed to breathe... a combination of the two can cause condensation and other problems). Simply "adding in some insulation" rarely does much to improve home comfort or energy efficiency. Save your money and turn up the thermostat an extra degree or two on those coldest nights. That approach is probably more environmentally friendly anyways, after you consider the embodied energy in all that foam and extra building materials.

I agree with an earlier poster, sealing up drafts can be worthwhile. That is cheap and can materially affect comfort.