There won't be anymore supergroups because the supergroups had to fight their way to the top. In this day and age, record companies will drop you if you don't have immediate success. The power U2 has, isn't achievable for artists coming up these days.
The thing I think will hold back Coldplay is a lack of pain.To paraphrase Sting, you don't need pain to write songs but it makes it alot easier. Coldplay doesn't seem to have fear or crisis in thier lives. They don't seem to play like thier lives depend on it.
As for a list of supergroups:
60's/70's -The Beatles, Led Zepplin, The Rolling Stones, Pink Floyd
80's/90's-The Police, U2