Do you think it is advisable to put graduate level courses taken / books read on CV?
Yes, if you have space, since it's easy enough for them to just ignore that section. But nowhere else, since really it makes you sound like you think grad school is about taking classes and reading books.
As far as schools that are good in HEP-Th, you should check references from recent major CERN/fermilab publications, because that's a good place to find authors that build respected models, and their corresponding institutions. Beyond that pick your favorite theories and see who's working on them and who they reference.
Also, schools with strong experimental groups tend to also have strong theoretical groups, since being near to the experts on top-notch data makes being a theorist easier. A list of CMS and ATLAS contributing institutions can be easily found in a google search:CMShttp://www.uslhc.us/The_US_and_the_LHC/Collaborating_Institutions/Institutions_by_Project#cmshttp://cms.web.cern.ch/content/cms-collaboration
(same list, but map view)ATLAShttp://www.uslhc.us/The_US_and_the_LHC/Collaborating_Institutions/Institutions_by_Project#atlas
For gravity and cosmology, I assume you mean dark energy and inflation. For that, there's a small enough set of contributors that you can probably reach all the productive names by picking a recent paper on each (inflation, dark energy) and following all the references through 3 levels of recursion. If you mean quantum gravity, good luck.