I saw Coldplay in Raleigh NC recently, and saw U2 in May and will be seeing them again in December.
I love the whole stage experience, and lighting etc, better at U2, but I think I liked the spontaneity more at the Coldplay show.
U2's songs are better, and City of Blinding Lights was the best opener for sure.
I did like Square One though as an opener at the Coldplay concert.
Chris Martin runs out into the audience for one of the climactic parts of "in my place" though, and I just thought that was unbelievably awesome. Everyone singing with him. I'd say that was the main highlight. That and the fact that Chris bumbled on a song, and the drummer made him stop the song and start over lol. And we all sang happy birthday to johnny. which was cool.
I loved that Coldplay did "Ring of Fire"(johnny cash's song, and if you didn't know that, wtf) and "Til Kingdom Come" in an acoustic set at the front of the stage. Those were great.
Overall I'd still pick U2 as the best, but Coldplay feels like you're watching ordinary guys that could be your friends.
They're nipping at U2's heels as far as being personable to the audience.
Not to mention the goofs that threw their bras up on stage, and got a "what is that ? the third one now? for fuck sake stop throwing your underwear up here!" reaction lol
U2's songs are more from the heart though, and I think thats what makes their concert the best, in addition to all the effects. Its more meaningful.
Ok Ill stop rambling now.
Both great concerts.