OUTLINE: This is a dose escalation study. Patients receive cyclophosphamide IV over 1 hour on day 1 and paclitaxel IV over 4 or 24 hours on day 2, followed by daily filgrastim (G-CSF) subcutaneously beginning on day 3 and continuing through day 7 or until WBCs are greater than 100,000 cells/mm3. Peripheral blood stem cells (PBSC) or autologous bone marrow is collected on days 5-7. At 30-50 days following mobilization, patients receive melphalan IV over 15-60 minutes on days -5 and -4 and thiotepa IV over 2 hours on days -3 and -2, followed by autologous bone marrow transplantation or PBSC infusion on day 0. Sequential dose escalation of melphalan is followed by sequential dose escalation of thiotepa. Dose escalation in cohorts of 5 patients each continues until the maximum tolerated dose (MTD) is determined. The MTD is defined as the dose preceding that at which 2 of 4, 3 of 7, 4 of 11, or 5 of 15 patients experience dose limiting toxicity. Patients are followed at 60 days and at 12 months.