Yes they do say.. The concept of superiority and inferiority among Varnas is definitely there in the scriptures.
Manu Smriti 9.335. (A Sudra who is) pure, the servant of his betters,
gentle in his speech, and free from pride, and always seeks a refuge
with Brahmanas, attains (in his next life) a higher caste.
Here, in the Sanskrit original, for higher caste, UtkrishtAm jAtim is used and Utrkrishta means superior.
Similarly, see the following verse:
Manu Smriti 5.163. She who cohabits with a man of higher caste,
forsaking her own husband who belongs to a lower one, will become
contemptible in this world, and is called a remarried woman
Here, the original verse has "Patnim hitvA upakrishtam svam utkrishtam yA nishevate |"
So, the concept of higher and lower Varnas is definitely there in scriptures.
And, obviously, the BrAhmins are regarded as the most superior and the Shudras the most inferior among the four.
BrAhmin's superiority is established thus:
Manu Smriti 10.3. On account of his pre-eminence, on account of the
superiority of his origin, on account of his observance of
(particular) restrictive rules, and on account of his particular
sanctification the Brahmana is the lord of (all) castes (varna).
1.96. Of created beings the most excellent are said to be those which are animated; of the animated, those which subsist by intelligence; of
the intelligent, mankind; and of men, the Brahmanas;
1.97. Of Brahmanas, those learned (in the Veda); of the learned, those who recognise (the necessity and the manner of performing the
prescribed duties); of those who possess this knowledge, those who
perform them; of the performers, those who know the Brahman.
Now, among the first two Varnas, relative superiority is established thus:
2.135. Know that a Brahmana of ten years and Kshatriya of a hundred years stand to each other in the relation of father and son; but
between those two the Brahmana is the father.
Now, as you already know what the Purusha Sukta says about the origins of the four castes from various portions of it's body.
And, the following verse says, that because the Vaishyas and Shudras were created from the thighs and feet respectively, they are to be considered as less pure than the other two.
1.92. Man (Purusha is the word in the original) is stated to be purer above the navel (than below); hence the Self-existent (Svayambhu) has
declared the purest (part) of him (to be) his mouth.
The logic is, since the Brahmins came out of the purest part, they are the purest among the Varnas and so on.