To unlock the Brotherhood achievement you will need to first get and purchase the following Characters..
Magneto
Magneto Acolyte
Sabretooth
Mystique
Emma Frost
Juggernaut
Pyro
Mastermind
Toad
Blob
Most of these are unlocked from regular missions or around the map... However two that are mostly missable are Blob and Toad.
Blob is gotten from the Gym mission which is on your map located by the set of weights. I believe you need about 75 Gold Bricks to unlock the Gym but not sure.. To get Toad you need to do 3 different missions of jumping on lilypad's.. The First of which is behind the X-Men Mansion on the shore, The second one is on the East Coast I think where you get Wolverine's Motorcycle, and the 3rd will be on Liberty Island.
Hope this helps, If anyone can offer any changes to what I've said just let me know.