Energy planning for individual large energy consumers becomes increasingly important due to several supply options competing and/or complementing each other and the high uncertainty associated with fuel prices. Hotel units are among the largest energy consumers in the building sector, where energy planning may greatly facilitate investment decisions for efficiently meeting energy demand. The present paper presents a linear programming model, including both continuous and integer variables, which represent energy flows and discrete energy technologies, respectively. Furthermore, the model comprises fuzzy parameters in order to handle adequately the uncertainties regarding energy costs. The obtained fuzzy linear programming model is then translated into the equivalent multiple objective linear programming model, which provides a set of efficient solutions, each one characterized by quantification of the risk associated with the uncertain energy costs. The proposed methodology is illustrated with a case study referring to a large hotel unit located nearby Athens.