We don’t. We can use lots of other things. I used to live in a wooden house. Lots of people elsewhere in the world live in caves and underground. In Sweden every winter they build a hotel made out of ice.
Houses can be made of anything that is strong enough to support the house itself and everything and everyone in it! For example, in some parts of the world houses are made of dried mud, ice, wood and so on. But generally the taller the building the stronger the materials need to be, and that is why most larger houses and tower blocks are build of either brick, stone, or concrete.
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Jonathan commented on :
Did you see the house that James May made out of Lego? There are some photographs here: http://www.topgear.com/uk/photos/james-may-lego?imageNo=1