krazilec:
I give those "$$$" in serial monitor from arduino sometimes works sometimes don't with no reason
I suspect the reason is that it is an 8MHz board. I understand they are flakey @ 115200, and it looks very much like you are proving it.
It seems that you are actually doing everything right that you can, and possibly always have, but the hardware isn't up to the job. Running 115200 with 3.3v is a bad idea with hardware serial, and therefore very likely a nightmare with software serial - indeed, a worse nightmare than usual. If it works on rare occasions, it could actually be down to a weather phenomenon.
In short, while I might have been just tiny a bit bombastic to say RN-42 is a poor choice for Arduino, I'm dead right in your case.
Since you ask what to do.......
The first thing to do is consider your situation and what your real intentions are. At the moment you are just playing around.
You make no mention of plural Arduino or Bluetooth, and therefore I assume you are missing out on what is probably the sole redeeming feature of the RN-42 - it's ease of employment in Arduino<>Arduino communication, using hardware serial and no keyboards involved, i.e. exactly the opposite of what you are currently trying to do.
I assume you have what you want in the Arduino department, it works fine, the power supply is what you want, and you are satisfied in every respect - except for the grief with bluetooth.
So, I suggest you stick with the Arduino, put the RN-42 in the bottom drawer, and get an alternative bluetooth.
The obvious choice is an HC-05 or HC-06. In their bare form, these are 3.3v devices but I wouldn't wish that on you, and you should get one on a breakout board or (gasp!) a shield. About 99% of the breakout boards are 3.6 - 6v and unsuitable for you, but there are others that are kosher. I have seen a dual voltage HC-05, and a 3.3v only HC-06. Both are postage stamp like the RN-42.
Then there is this
http://www.ebay.com.au/itm/Arduino-Bluetooth-Shield-HC-06-BT-Module-for-Arduino-UNO-MEGA-5V-3-3V-/380951761114?hash=item58b27e90da:g:7jcAAOSwPhdVFl2l
which is a nice piece of work, particularly as it is on a short form shield. It uses an HC-06, but that may be entirely satisfactory for your purposes.
The advantages of the HC-0x family are
It is 100% kosher for use with Arduino
It runs at 9600 by default and therefore happily runs on software serial
It can easily be made to do anything the RN-42 can do
Everybody knows, loves, and understands it.
It is (usually) one hell of a lot cheaper than a RN-42
The only disadvantage I can think of is that dual voltage and 3.3v versions are a bit hard to find, even ephemeral, on eBay, and I bet they are more expensive. But I submit that is what you need.
The only caveat is that, if you really need to run at 115200, and I bet you don't, the HC-0x are no better for that than the RN-42, and you need a 16MHz Arduino.