If you're considering using brocade for a quilt that is intended for actual use, consider whether there are cats or dogs in the home that might get at it--brocade shreds easily under a cat's kneading claws where a cotton quilt would stand up for years.
You can seal the edges of brocade with a fray stopper (basically just crazy glue--you can use standard crazy glue, too). But sometimes that leaves sharp, hard edges (like the bulkiness mentioned above) if you use too much, so if you don't have a lot of experience working with brocade (and even if you do), you might want to consider running an overlock (or zigzag, if your machine doesn't do overlock) stitch along the edge of each piece as soon as you're finished cutting it--it takes a lot more work, but it results in a softer finished product--you can never wash out burnt or glued edges.