OUTLINE: This is a multicenter study. Patients with no prior chemotherapy for metastatic disease receive induction chemotherapy consisting of doxorubicin IV immediately followed by docetaxel IV over 1 hour on day 1. Patients receive filgrastim (G-CSF) subcutaneously (SQ) beginning on day 2 and continuing until day 11-15. Induction therapy repeats every 3 weeks for 4 courses. Within 4 weeks of the last course of induction chemotherapy, patients receive mobilization chemotherapy consisting of cyclophosphamide IV for 2 days, and etoposide IV and cisplatin IV for 3 days. At 24 hours following completion of chemotherapy, patients receive G-CSF SQ twice daily until the target number of peripheral blood stem cells (PBSC) are reached. Within 5 weeks following completion of mobilization chemotherapy, patients receive cyclophosphamide IV, thiotepa IV, and carboplatin IV continuously on days -7 through -4. Patients receive CD34+ selected PBSC on day 0 followed 4 hours later by G-CSF SQ daily and continuing until blood counts recover. Within 30 days of blood count recovery or immediately following completion of post transplantation radiotherapy, patients receive maintenance therapy consisting of oral anastrozole daily until disease progression. Patients with bone involvement also receive pamidronate IV over 2 hours monthly for 1 year. Patients are followed monthly for 6 months, every 3 months for 1 year, every 4-6 months for 5 years, and then annually thereafter.