Wint

Yeah, a defatting step first would probably be most appropriate.
I'd either go with a chloroform extraction (equal volumes of chloroform and MBG water and retaining the upper phase after centrifugation) or a mixed xylene extraction (as with chloroform but retaining the lower phase after centrifugation).   Xylene would be a good choice if you've wax embedded your brain tissue.
Also, on a practical note, make sure you've chopped up the brain tissue as finely as possible.   Often in defatting the tissue rolls up into a little (brain-like, aptly enough) ball at the bottom of the reaction tube protecting most of the fats from the action of the organic solvent.
Also, chopping up finely will help during the phenol extraction too.