Linear regulators like 7805 or 7905 don't care that much about the ESR of a capacitor.
You have to read those few lines of that in the datasheet as something like this:
The linear regulator needs some capacitance at the input, and that capacitor should have some low impedance. The minimum capacitance recommended is 0.33 uF. If you want to stick to the minimum, some capacitor types that would fit both criterias (small capacitance and low esr) would be tantalum or mylar/film. Unless the datasheet says a maximum capacitance, you're not forced to stick to that listed value.
You don't HAVE to use 0.33 uF, that's the minimum they recommend. You can use 1uF, you can use 10uF, you can use 100uF in this case as long as the capacitor also has a reasonable esr/impedance... the datasheet tells you the minimums just in case you're hired by a cheapskate company that wants to buy the absolute cheapest part to save pennies.
There's very few electrolytic capacitors made below 1uF, and even then such electrolytic capacitors would have a high ESR so since nothing stops you from increasing capacitance, you would normally go something bigger. For example, I would go with a 33-100uF electrolytic, whatever I have at hand, and it's such a large range simply because they usually take the same volume on board (5x11 mm or something like that)
The higher the capacitance, the larger the volume of the capacitor and as consequence the ESR becomes lower. So a very small 5x11 mm 10uF electrolytic may have an esr of 1-2 ohm, while a 47-100uF 8x10mm may be around 0.5 ohm ESR. With these linear regulators, the ESR is really not that important.
Do note... if you use an electrolytic you should also put a small 0.1uF ceramic capacitor as close as possible to the input pins of the linear regulator.
Another note... there are some linear regulators that are sensitive to the ESR of the output capacitors, so don't just assume that what works for 7805 will work for others.
For example, a LM2931 regulator (
http://www.ti.com/lit/ds/symlink/lm2931-n.pdf see page 12 and figure 34 on page 10) likes having a capacitor at the output with an esr between about 0.1 ohm and 1 ohm, so using very low esr ceramic or polymer capacitors may not be a good idea, same for cheap small capacitance electrolytic capacitors that may have an esr higher than 1 ohm.