This paper proposes a two-stage planning and design method for the multi-energy system (MES), which consists of multiple combined cooling, heating and power (CCHP) systems connected by the district electrical network and district heating/cooling network. In the first stage, the optimal objective is to minimize the annual capital and operating costs of the CCHP systems, as well as to obtain the optimal type and capacity of the equipment using the system parameters and load data. Then, a novel nodal energy pricing strategy is first proposed and calculated using the flow-tracing method. The nodal energy price comprises two parts: (i) nodal producing price and (ii) nodal transmission price. In the second stage, depending on the electrical, heating and cooling prices, a load aggregator (LA) is applied to manage the electrical, heating and cooling loads of the end users using an integrated demand response (IDR) program. The objective of the LA is to minimize the annual consumption expense of the end users and update the loads for the optimization in the first stage. In addition, the IDR program includes electricity-load shifting and flexible electrical, heating/cooling supply. Three cases are presented to demonstrate the effectiveness of the planning and design method and to show the influence of the nodal energy prices on the IDR program as well as the penetration of solar energy based on a reconstructive MES in northern China.