The proliferation of renewable energy resources brings opportunities as well as new challenges to the planning and operations within integrated energy systems (IES). To make full use of the complementary transformation characteristics between energy sources, while ensuring higher flexibility, reducing wind power curtailment and cost minimization, this paper presents a collaborative planning study of IES with energy hubs (EHs) and multi-energy grids considering demand response (DR) and wind power uncertainty. We introduced Z-number into these uncertainty variables and translated them into quantifiable values. thus reflecting the actual state of this system better. Our optimization model includes EH models which decide the selection and capacity determination of energy conversion and energy storage components. In addition outside the EHs, conventional generator dispatches, and the hardening of electric-gas grid decisions are also included. Finally, the model is verified on an improved Graver-6 bus IES, and numerical results validate that an increased DR and wind power credibility can be conducive to reducing wind curtailment with 45KW and help cost-savings with 4.05%.