Do you have any brothers or sisters?

No, I don't have any brothers.
No, I don't have any brother.
No, I have no brothers.
No, I have no brother.

Which answers are appropriate?

The first and third answers are good; the others are grammatically correct, but are rarely (if ever) used. Usually, it's the plural form that is used.

=)

The appropriate answers are:

1. No, I don't have any brothers.
2. No, I have no brothers.

Both answers convey the same meaning, which is the absence of brothers. The other two answers are incorrect because they use the word "brother" instead of "brothers." Since "brother" is singular, it implies that there is one brother instead of none.