Answers:
(defvar my-skippable-buffers '("*Messages*" "*scratch*" "*Help*")
"Buffer names ignored by `my-next-buffer' and `my-previous-buffer'.")
(defun my-change-buffer (change-buffer)
"Call CHANGE-BUFFER until current buffer is not in `my-skippable-buffers'."
(let ((initial (current-buffer)))
(funcall change-buffer)
(let ((first-change (current-buffer)))
(catch 'loop
(while (member (buffer-name) my-skippable-buffers)
(funcall change-buffer)
(when (eq (current-buffer) first-change)
(switch-to-buffer initial)
(throw 'loop t)))))))
(defun my-next-buffer ()
"Variant of `next-buffer' that skips `my-skippable-buffers'."
(interactive)
(my-change-buffer 'next-buffer))
(defun my-previous-buffer ()
"Variant of `previous-buffer' that skips `my-skippable-buffers'."
(interactive)
(my-change-buffer 'previous-buffer))
(global-set-key [remap next-buffer] 'my-next-buffer)
(global-set-key [remap previous-buffer] 'my-previous-buffer)