Key/EN: It is used to bring Bluetooth module in AT commands mode. If Key/EN pin is set to high, then this module will work in command mode. Otherwise by default it is in data mode. The default baud rate of HC-05 in command mode is 38400bps and 9600 in data mode.
So maybe 38400 is right.
@thezeus have you connected the key/EN pin? Has the HC05 previously been set to another baud rate?
I tried every baud value until 57600 and 38400 and beyond just appears a lot of blank squares. I think the value is 9600, but for some reason it still doesn't work.
All this talk about baud rates is utter nonsense. Your code is correct, and all you need do is ensure that the serial monitor is set to 9600, which it probably was all along, and, if you clearly see
Enter AT commands:
on it, that confirms it - even though seeing it has nothing to do with configuring Bluetooth.
If you want to configure an HC-05 you set the serial connected to it at 38400 - no ifs, buts, or maybes, no exceptions, and irrespective of what's gone on before. That's right, 38400 on mySerial, even though Serial is 9600.
Your problem may be down to wiring. Check that Bluetooth is connected Rx>Tx and Tx>Rx, i.e Uno pin 2 Rx to Bluetooth TX. Also, in the light of recent events around here, you may not actually have a kosher HC-05. Post a picture here, along with any other details you may have to hand from the seller.
What do you have your "line ending" set to?
Modem-like devices can be fussy about what they want, and the Arduino default (?) of "none" is not going to make anything happy.