Light bulb stays on regardless of switch position?
What you are seeing there is the light end of a new-style switch loop.  The two blacks should stay nutted together (one's the incoming hot and the other goes out to the switch), and your light fixture should be wired red-to-brass and white-to-silver.  The reason it didn't work when you tried the red wire the first time is likely because you didn't nut the black wires back together, so there was no power to the switch.  As to why it stayed on all the time initially -- the black wire you chose the first time around was the hot feed coming in, so you wired the switch out of the circuit, rendering it useless.