I did a paper on protest songs last year. I only briefly mentioned Sunday Bloody Sunday and Bullet the Blue Sky, but it was a fun paper to write.
If I could write a research paper on U2, I'd maybe want to write something about their influence on the music world, from the invention of the b-stage to bands like Coldplay that have an obvious U2-influence. But that may be too broad a topic, depending on how long it has to be you could probably narrow it down to their influence on live performance. U2 Show would be a great reference.
Christian themes in U2's music would also be easy because, well, it's everywhere, and there are multiple books on it. If you wanted to go the lyrical interpretation route, you could also try songs about Bono's mother or something - I Will Follow, Lemon, and Mofo are some examples. Hell, write an entire paper on Mofo. Or write a paper on the themes of either Popmart or ZooTV. Write a paper on the American theme in Joshua Tree. If you do a paper about lyrics or themes or whatever, I know there's at least one book that has the story of every U2 song (through ATYCLB, I don't think there's an update for HTDAAB yet). If you write anything about the AB era, there's plenty of material in "U2 At the End of the World."
Now that I really think about it, I'd probably write a paper about why Pop is the best album ever