Hi Sixfoxtrot. I just finished my MA at IHEID. There are quite a few considerations here. In general at IHEID, PhD programs are very research focused. That being said, most of the IR students take on practical as well as academic research. The IR department, in particular, encourages applied research. Considering your interests, I would check out the Centre on Conflict, Development and Peacebuilding and contact some students working there to learn more about their experiences. I have a number of friends working at this Centre, but they approach the subject from an anthropological perspective. As you noted, the location of Geneva can't be beat if you want to work with the UN. However, since you do seem to be more career, rather than academically-focused, I would really think about whether a PhD is necessary. I would also recommend contacting Dr. Elisabeth Prügl. She is Deputy Director of the Institute, and head of IR/Political science. Her focus is on gender, but she knows the ins-and-outs. I would look up other professors and PhD students with similar interests and contact them directly as well.
Hope that helps a bit.