I've used many of the items you've mentioned.
I'll add my thoughts on the options I'm familiar with.
Bluetooth HC-06: Does not support multiple nodes / multiple receivers.
HC-O6 Bluetooth modules are slave devices only. They need to communicate with a master device. The master device is often a PC or smartphone.
The HC-05 modules can be configured as either a master or a slave. If you had six HC-05 modules you could make one a master and set the other five as slaves. The master would need to be told which slave to transmit to but it should be able to transmit to all five slaves one at time.
XBEE: Expensive and does not seem so intuitive, there are so many devices to choose from its impossible to find the ideal solution.
Yes, XBees are expensive but they're pretty cool devices. XBees come in several different flavors. One type of XBee is the Zigbee version. With the Zigbee setup you have one coordinator and multiple router/end points (I'm not sure I'm remembering the terminology correctly.) There needs to be one and only one coordinator but any single XBee in the network could communicate with any of the other XBees. There's also an option to "broadcast" a message to all XBees in a network. I think XBees might be the easiest of the options mentioned but they would also be the most expensive option.
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.
I'm a big fan of nRF24L01+ modules. These things are fast and very inexpensive. Any nRF24L01+ module should be able to communicate with any of the other modules in the area. I'm pretty sure these modules can just communicate with one module at a time but this isn't really a big deal.
SparkFun used to sell a "Nordic fob" with five buttons and one of these transceivers inside. I loved these things.
Back when I used these nRF24L01+ modules a lot, I'd have the messages hop from from station to the next so if one module from out of range with the base station module, the message would still get to the destination by passing through a module between the base station and the target module.
All my experience with these modules was using the Propeller microcontroller with a driver I wrote myself. I don't have experience using these modules with an Arduino but I believe there's a very nice library for using these modules with the Arduino. I'm sure you know more about this than I do.
I agree with Domino60 that these modules are likely a good option. I didn't follow what he was talking about channels or for that matter I didn't understand why there's a need to open a pipe to a module.
When I used these modules, each module had its own address and one module would communicate with another using the address of the target module. I suppose these addresses could be considered channels but the modules also had multiple channels to select from. I never used these channels as a way of indicating a target module but I suppose that an option.
There are also "pipelines" which could be used but I rarely used these.
I personally think the nRF24L01+ modules are worth learning to use. They're a really inexpensive yet powerful tool for wireless communication.
esp8266: This is one of the wifi modules again.
I have a couple ESP8266 modules but I have yet to use them. I think these are another possible solution for this application. I'm not sure since I haven't used them, but these might be the easiest alternative.
The ESP8266 includes a microcontroller of sorts and I believe these can be used without an Arduino or other microcontroller. I plan to learn to use these modules and I think these are another powerful and relatively inexpensive wireless option.
I don't have experience with the other modules mentioned.
It seems like you're on the right track. Good luck with the project.