This is from a 2005 article at Christianity Today (Sorry, can't link)
"Coldplay also resembles U2 in that some of their songs hint at  spirituality—though not as clearly as Bono and his band. In an old interview, Martin is said to read  the Bible regularly, and all four members profess "admiration for  Christian beliefs." Martin once told the New York Daily News that he's never  "rebelled against his mother's Christian faith," but in another interview he said he "used to  be a Christian." In a more recent interview with Entertainment Weekly.com, Martin said,  "I'm not agnostic, because I definitely believe in God." But he went on  to say he doesn't necessarily believe in a specific religion, and added  this bizarre observation: "There's some powers around, whatever they  might be. I mean, if there's human beings who can stare at goats and  make them die, then there's big forces out there somewhere. You know  what I mean?" (Note: Martin, who frequently uses the f-bomb in  interviews, includes a few in this one too.)"
Viva La Vida is an interesting song in the sense that some people automatically think that Coldplay is now Christian/Catholic upon reading the lyrics, yet others think that it's anti-Catholic. Here's a quote from Chris Martin about the song:
"Martin has explained the song lyric "I know Saint  Peter won't call my name" in an interview with Q magazine: "It's about ... You're not on the list. I  was a naughty boy. It's always fascinated me that idea of finishing  your life and then being analyzed on it. And this idea runs throughout  most religions. That's why people blow up buildings. Because they think  they're going to get lots of virgins. I always feel like saying, just  join a band ... That is the most frightening thing you could possibly  say to somebody. Eternal damnation. I  know about this stuff because I studied it. I was into it all. I know  it. It's still mildly terrifying to me. And this is serious."
So, I'd say they're not a Christian band, but Chris Martin is still searching, and at least has knowledge of Christianity. Keep the band members in your prayers. 
Hope that helps!