The sound on their new CD, Viva la Vida, is a bit different than their last CD, X&Y. On this one you can hear more of Brian Eno's influence (he has produced several of U2's albums). Lovers in Japan/Reign of Love is a particularly lovely song. It starts with Coldplay's big sound and then segues to a very sweet, slower song.
The bands worldview shines through on several of the tracks, especially Violet Hill and Viva la Vida. A reviewer compared the sound on Violet Hill to Pink Floyd. I interpret Viva la Vida as a commentary on the fall of the American empire. The juxtaposition of a grand, energetic sound with the dark story is quite powerful. A bit of the lyrics:
When the future's architecturedViva la Vida:
By a carnival of idiots on show
You'd better lie lowandWas a long and dark December
When the banks became cathedrals
And the fog
The following is a video not produced by Coldplay. But with lines like those above, I don't think they'd quibble with it. Dancing, goofy-acting politicians inter cut with protests, soldiers with rocket launchers and torture.