This work addresses the optimal sizing and selection of the most used technologies reported in literature for energy and water supply of sustainable buildings. The addressed technologies includes Combined Heat and Power units, solar collectors, photovoltaic panels, conventional boilers, wind turbines, Organic Rankine Cycles, biogas production and water treatment systems. The selection technology problem is cast as an optimization model which takes into account embedded nonlinear behavior of the addressed equipment, especially the ones associated with operative efficiency, and dynamics of the storage units. The renewable energy generation, total annual cost, emissions generated and water consumption of the system are used as objective functions. Since some of these objective functions are contradictory, a multi-objective and multi-scenario Mixed Integer nonlinear optimization approach was used to reach trade-off solutions. The multi-objective approach presented allows to define the preferences of the designer based on predefined weights for reaching trade-off solutions using a dimensional approach. The environmental and energy profiles of a residential building in the Pacific Coast of Mexico are presented as Case Study. The results show the importance of including the nonlinear behavior of the technologies for defining a suitable operational policy as well as the effect of using different criteria about the design of water-energy systems.