Data-driven systems have demonstrated significant value in real-time surface roughness evaluation and pre- diction for machining processes. This study presents a comprehensive methodology for evaluating three core elements critical to decision-making in machining monitoring: sensor-based dynamic signal selection and pro- cessing, sensory fusion scenarios, and Machine Learning (ML) models. Unlike previous research that often an- alyzes these elements in isolation, this study emphasizes their collective impact on unified datasets. The proposed methodology is validated using experimental data from machining trials on two distinct machines during the finishing process of hard turning. Hard turning is a widely employed finishing operation in manufacturing that directly affects dimensional accuracy, surface integrity, and surface finish, which are key characteristics of machined parts. Surface roughness, as an essential indicator of surface quality, plays a pivotal role in the functional performance of end products, necessitating accurate monitoring and assessment throughout the process. To optimize performance, Bayesian Optimization was employed for automatic hyperparameter tuning, facilitating efficient exploration of optimal parameters. The predictive capabilities of trained ML models were subsequently evaluated using performance metrics and quantitatively assessed for uncertainty through Predic- tion Intervals (PIs), calculated via non-parametric Kernel Density Estimation. Results indicate that the Wavelet Packet Transform method significantly enhances the predictive performance across all ML models. Among the evaluated models, Support Vector Regression and K-Nearest Neighbors demonstrated superior predictive accu- racy and minimal uncertainty across all signal processing methods. This work provides actionable guidelines for researchers and manufacturers in selecting optimal combinations of methodologies for developing accurate, reliable, and generalizable data-driven surface quality monitoring and prediction systems, particularly for hard part turning applications.