We will review the similarities in X-ray variability properties of the different types of luminous accreting black holes, namely those in X-ray binaries (XRBs), Active Galactic Nuclei (AGN), and also Ultra-luminous X-ray sources (ULXs). If strong gravity dominates the dynamics of the inner accretion flows around black holes then an elementary consequence is scale invariance: many important aspects of accretion onto supermassive black holes (M > 10^6 M_sun) in AGN should be fundamentally the same as for stellar mass black holes (M ~ 10 M_sun) in XRBs. (And similarly for ULXs.) Over the past few years we have revealed many remarkable similarities in the X-ray variability of nearby AGN and BH XRBs, supporting the idea of 'black hole unification.' We will discuss the present state of comparative work on X-ray behaviour of luminous accreting black holes (from the XMM-Chandra-Suzaku era), with particular emphasis on the results of a recent ~600 ks XMM-Newton observation of the prototypical low-mass Seyfert 1 galaxy NGC 4051. Time permitting, we will attempt to outline some of the possibilities for exploring and exploiting the differences and similarities between the BH types using future, high throughput and fast timing X-ray missions.