If you like X&Y then I think there's a good chance you'd enjoy A Rush Of Blood To The Head as well, as most of the songs across these two albums share the epic Coldplay sound, which the soft, mellow Parachutes doesn't have - songs like Sparks and We Never Change are quiet throughout. One difference is that AROBTTH features noticeably more piano than the other two, as it's the lead instrument on The Scientist, Clocks and Amsterdam, and features prominently in a few other tracks.
I really like all three of the early albums - I consider AROBTTH to be the best but the quality of tracks is generally very consistent across the three albums. I think AROBTTH has the widest range of different songs, Parachutes flows best as an album and X&Y is the most consistent in terms of song quality (at just over an hour in length the album is a probably a bit long from an artist point of view, but I think it's difficult to pick out any song as being an obvious candidate for cutting out).
Overall I'd said AROBTTH is an album of two halves - the first half (the opening five songs) include all the major hits and provides in my opinion probably the best sequence of tracks on any Coldplay album, the latter half (tracks 6-11) is less immediate but also excellent, with a number of songs which differ from the band's norm, such as the largely acoustic Green Eyes, unrelentingly intense A Whisper and dark storytelling of the title track.
I agree that Gravity is a good track, although it's a bit of an unusual case as Chris Martin wrote the song but then gave it to another band (Embrace) who had a major hit with it - Coldplay then included their own slower, more ambient version on the Talk single. I'm not aware of any official B-sides collection on CD, though I think there was a vinyl release entitled 'The Singles - 1999-2006' which covered all the singles from Parachutes through to X&Y, plus the Blue Room and Brothers & Sisters EPs.