Artificial Neural Networks (ANNs) are a powerful modeling and prediction tool. However, in the energy and buildings fields, certain articles have been highlighted for reducing ANNs' ability to aid in building energy prediction. This result stems from the author's limited ability to regulate a large number of hyper-parameters. As a result, this paper provides a comprehensive study of ANN challenges and solutions in a single framework. The study's research aims may be stated as defining the necessary data preparation stages; selecting the appropriate ANN design for each study scenario with its hyper-parameters; and presenting the approach for training and evaluating ANNs to obtain the best performance. All of these concerns are presented in this study, compiled into a comprehensive framework, and implemented on two different types of real-life data: 1) CBECS data for US commercial buildings, and 2) ASHRAE data for different buildings around the world. The framework optimization loop mainly relies on the Bayesian optimization technique, which employs Gaussian Processes (GP) as a surrogate function; a combination of two concepts (i.e., Expected Improvement (EI) and Probability Improvement (PI)) as an acquisition function; hyper-parameters as a dimension space optimization; and adjusted R2 value as a target optimization score to be improved. Various skip connection ANN architectures are applied to demonstrate the ability to modify ANNs' limitations in the energy and building fields, assuring excellent accuracy and reliability in forecasting building energy performance, with adjusted R2 of more than 0.93 for both data sets.