Bluetooth HC-06: Does not support multiple nodes / multiple receivers.
XBEE: Expensive and does not seem so intuitive, there are so many devices to choose from its impossible to find the ideal solution.
nRF24L01: Following this path at the moment with great pain. This is geared towards having multiple sensors reporting to one receiver. So its almost like bluetooth in the sense that I have to open up a pipe one-by-one between the switch which is the transmitter and all 5 receivers, in sequence. Even if this is a solution it will be a hard work to organize. I couldnt get it to work on Leonardo but Arduino Nano seems to be functioning fine.
esp8266: This is one of the wifi modules again.