ESP8266 + HC-05 on same arduino
You can (just about) use any combination of two of:


Serial to PC,
HC-05
ESP-03


You have, basically, a hardware UART (pins 0/1), and a software UART (any pins of your choice).

Only the hardware UART can be used for communication with the PC, and you can only reliably use one instance of SoftwareSerial.

So, you could:


Use Serial to the PC (0/1) and HC-05 (SoftwareSerial, your choice of pins), or
Use Serial to the PC (0/1) and ESP-03 (SoftwareSerial, your choice of pins), or
Hardware Serial for ESP-03 (0/1) and SoftwareSerial for HC-05 (your choice of pins), or
Hardware Serial for HC-05 (0/1) and SoftwareSerial for ESP-03 (your choice of pins)


If you want anything more complex than that then you need to use a board with more than one hardware Serial port (such as a Mega2560).