The completed grid looks like this:
Clue explanations:
1. You gaped about all the red-heads making [play for Nigel] (7) THEATRE = THEE ("you") around A(ll) T(he) R(ed) (UK spelling since 'Nigel' is stereotypically a British name)
2. [Beginning of life] is [not elegant, perhaps]? (7) INFANCY = ddef (INFANCY and IN-FANCY)
3. Micro-prefix is assuming data rounded up to [old length] (7) STADIUM = (MU + IS containing DAT(a))<
4. [Put up] two pints and wine, liquor dregs (7) QUARTER (in the 'lodging' sense of the word) = QUART ("two pints") + (win)E + (liquo)R
5. Without Henry, Chad, Earl suffered from [depression] (7) CALDERA = C(h)ADEARL*
6. [Thief]'s gang about to get ready (7) BRIGAND = RIG ("get ready") in BAND ("gang")
7. [Life in one cell] is for artistic, big-hearted? (7) PROTIST = PRO ("for") + (ar)TIST(ic)
8. I am in Arizona? Utah? without a [bearing] (7) AZIMUTH = AZ (Arizona short code) + IM ("I'm") + UT(a)H
9. Barking pinscher overtakes [drug lord] (7) KINGPIN = KING PIN
10. [The most efficient] choose one virtual terminal supporting multimedia shell (7) OPTIMAL = OPT ("choose") + I ("one") + M(ultimedi)A + (virtua)L