OUTLINE: Patients receive sequential therapy beginning with regimen A. Regimen A: Patients receive cyclophosphamide IV over 1 hour every 6 hours or more for 4 doses within 36 hours. Patients receive filgrastim (G-CSF) subcutaneously (SC) daily beginning 2 days after completion of cyclophosphamide and continuing until autologous peripheral blood stem cells (PBSC) are harvested. Regimen B: Beginning at least 3 weeks after initiation of regimen A, patients receive melphalan IV on days 1 and 2. Beginning on day 4, a portion of the PBSC are reinfused. Patients receive G-CSF SC daily beginning on day 4 and continuing until at least day 10. Regimen C: Beginning at least 3 weeks after initiation of regimen B, patients receive thiotepa IV over 2 hours on days 1 and 2. Beginning on day 5, the remaining PBSC are reinfused. Patients receive G-CSF SC daily beginning on day 5 and continuing until blood counts recover. During regimens A, B, and C, G-CSF must be discontinued at least 2 days before administration of any chemotherapy. Regimen D: After recovery from chemotherapy, patients with hormone receptor-positive tumors and no prior refractoriness to hormonal therapies receive oral tamoxifen daily, while patients with prior failure on tamoxifen receive oral megestrol 4 times daily. Patients undergo irradiation to sites of prior cutaneous, nodal, bone, or soft tissue bulk disease and resection of residual lesions. Patients are followed weekly for 1 month, biweekly for 2 months, monthly for 5 months, and then bimonthly for 1 year.