OUTLINE: Patients without prior doxorubicin (DOX) or paclitaxel (TAX) receive two courses of induction chemotherapy with DOX/TAX with G-CSF support given 3 weeks apart. Peripheral blood stem cells (PBSC) are harvested during the recovery phase following the second course. Patients who previous received DOX or TAX and responded receive cyclophosphamide (CTX) with G-CSF for stem cell mobilization followed by PBSC harvest. Back-up bone marrow may be harvested from patients without marrow involvement for whom PBSC collection is inadequate. Patients with responding or stable disease who have adequate PBSC available receive dose-intensive chemotherapy with DOX, CTX, and TAX given on day 1, with PBSC infused on day 3 and G-CSF given from day 3 until neutrophil recovery. Four courses of dose-intensive chemotherapy with PBSC and G-CSF support are given every 3-4 weeks. During the phase I portion of the study, groups of 3-6 patients are treated at increasing doses of DOX, TAX, and CTX until the maximum tolerated dose (MTD) is determined; during the phase II portion, additional patients are treated at the MTD. Patients who progress after 2 courses of induction or 2 courses of dose-intensive chemotherapy are given the option of receiving their PBSC after conditioning with a different regimen (e.g., CTX, etoposide, and cisplatin). Patients who receive induction on protocol but who choose not to receive dose-intensive chemotherapy continue DOX/TAX for a total of 6 courses. Patients are followed 3, 6, 12, 18, and 24 months after therapy, then as clinically indicated.