What is the best way to lay brick pavers on concrete porch
As Tester101 points out, the options you describe are mostly the methods used to set pavers on soil. The gravel and sand acts as the base. You already have a base, the concrete, so you'd want to adhere the bricks directly to it. 

I imagine you could glue'em and then use polymeric sand in between, but since this is covered and out of the weather, I'd consider going the full mortar route.

That said, note that pavers are meant to be an ALTERNATIVE to concrete rather than an ADDITION to. Adding full pavers is going to introduce a whole variety of other issues...namely the height differential between the first step and the ground, and the porch and the front door. 

HerrBag has a good suggestion that you can use brick veneer. Some other options I'd encourage you to consider:


tiles (concrete is ideal for tiling and there are plenty of outdoor options)
stone veneer (stone veneers can look great)
stain (not everyone likes the look of stained concrete, but a lot of people do. It's also likely the easiest to implement and if it ends up looking bad, you can always add tile/veneers after)
Stone topper (like a hearth...one large monolithic piece of stone)
epoxy texture paint (lots of options...many offer up a marble-ish speckled option)