The structural, electrical, optical, and magnetic properties of Zn_0.95M_0.05O samples (M = Zn, Ni, Cu, Fe, and Mn) are investigated. X-ray diffraction pattern revealed pure hexagonal wurtzite structure for all samples with an (210) additional peak formed only at 2 ~ 43.5° for Ni sample. The average crystalline diameter decreased from 20 nm for ZnO to 11.35 nm by the dopants, while the lattice and U parameters are nearly unchanged. Furthermore, the nonlinear coefficient and breakdown field are increased from 370.37 and 21.91 for ZnO up to 2291.67 and 55.96 by the dopants. The electrical conductivity of the upturn region is also increased by the dopants as compared to ZnO. There are two different values of the energy bandgap for each sample. The first gap is called fundamental gap E_gh and its value above 3 eV, while the second gap is called optical gap E_gL and its value below 2.6 eV. On the other hand, the UV band edges of photoluminescence intensity are 394, 402, 372, 390, and 404 nm, for Zn, Ni, Cu, Fe, and Mn samples. The Green shift is only recorded for Cu sample at 562 nm corresponding to 2.21 eV energy gap. The exciton energy, loss factor tan δ, and (N/m*) parameter are generally decreased by the dopants and follow the order Ni, Cu, Fe, Mn, and Zn, while lattice dielectric constant and inter-atomic distance are increased and follow the orders Zn, Mn, Fe, Cu, and Ni, and Zn, Ni, Cu, Mn, and Fe, respectively. Magnetization curves revealed clear room temperature ferromagnetism (RTFM) for Mn, Ni, and Fe samples, while they are showed weakly RTFM for Zn and Cu samples. Saturated magnetization M_s, remnant magnetization M_r, magnetization width, magnetic moment, coercivity of the field, and magneto-crystalline anisotropy factor are also affected by the dopants. Our results are discussed in terms of oxygen vacancies, valance state, and recombination of carriers, exhibited by the dopants to ZnO, rather than individual RTFM.