It's best not to put it in your personal statement. With so many schools having limited seats as it is, I feel like them seeing you guys as a package deal occupying 2 seats could work against you. There are actually quite a few cases of siblings attending the same school. There are two ways that I have seen this done before:
1) Just see where you guys get in and hope to get into the same school. The two twins at Columbia that NYDDS was speaking of actually did that. They just applied and saw which schools both got accepted to. One of them turned down Harvard to join his brother at Columbia.
2) Wait for one of you to get accepted to a school and then call and say you want to attend the same school as your brother and ask that they interview you. I have some classmates (they're couples, not siblings, but same idea) who used this method. Once one got accepted, the other called and requested an interview at the school. You could possibly try to request an interview after your brother gets an interview, but the people I know did it after one received an acceptance.