RATIONALE: Drugs used in chemotherapy use different ways to stop cancer cells from dividing so they stop growing or die. Peripheral stem cell or bone marrow transplantation may be able to replace immune cells that were destroyed by chemotherapy used to kill tumor cells. Sometimes the transplanted cells can make an immune response against the body's normal tissues. Stem cells that have been treated in the laboratory with filgrastim may prevent this from happening. Combining chemotherapy with bone marrow or peripheral stem cell transplantation may allow the doctor to give higher doses of chemotherapy drugs and kill more cancer cells. It is not yet known which treatment is more effective for chronic myeloid leukemia.