1) If the brisket has a thick layer of fat, trim it down to ¼-inch. Mix together rub ingredients. Rub all over brisket, wrap it in plastic wrap or place in in a sealable container and refrigerate overnight, or for at least 8 hours.
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2) Preheat the oven to 300°F. Place the brisket in a roasting pan and cover the baking pan with a lid, or seal it well with foil. Bake for 3 hours.
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Meanwhile, heat the oil in a small pot over medium heat. Add the onion, celery, bell pepper and garlic and sauté for 3 minutes until the vegetables start to soften. Add the cayenne, vinegar, ketchup, Worcestershire sauce, vinegar, broth and bay leaves. Bring to a simmer and simmer for 10 minutes until it reduces slightly. Remove from the heat.
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3) Take the brisket from the oven, turn it over, and pour the half of the sauce into the pan over the brisket, recover the pan (if using foil, cover the pan tightly, using towels to protect your hands from the hot pan). Reserve the rest of the sauce in the pot. Continue cooking in the oven for another 2 hours or so, or until the meat is just about fork tender. Remove the foil and continue baking for another 30 minutes until the outside of the brisket has browned up and gotten a bit crusty.
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4) Remove from the oven, take the brisket out of the pan, and let it sit on a cutting board tented with foil (with a little moat to catch the juices!) for 20 minutes before slicing across the grain. If there is any sauce left in the pan, skim off the fat and add it to the remaining sauce in the pot, and heat it again before serving the brisket with the additional sauce for people to drizzle over their meat if they like. If you want a smother sauce you can strain out the solids, or puree it with a blender.