The primary objective of the randomized trial is to compare three-year progression-free survival (PFS) between the three treatment arms as a pairwise comparison. Mobilization therapy will not be specified for the study. Randomization to three treatment arms will be done prior to the first transplants. All patients will undergo a first autologous peripheral blood stem cell (PBSC) transplant with high-dose melphalan (200 mg/m^2 IV) given on Day -2. Upon recovery from the first transplant patients will receive either a second autologous PBSC transplant with the same conditioning regimen as the first transplant or consolidation therapy with RVD (lenalidomide 15 mg/day on Days 1-14, dexamethasone 40 mg on Days 1, 8 and 15, and bortezomib 1.3mg/m^2 on Days 1, 4, 8 and 11 of every 21 day cycle, patients will receive four cycles) or maintenance with lenalidomide (15 mg daily). All patients will also receive maintenance lenalidomide which will start after the second transplant, after the first autologous transplant or after consolidation therapy depending on the treatment arm. Maintenance therapy with lenalidomide will start at 10 mg daily for three months and increase to 15 mg daily. The duration of maintenance will be three years in all treatment arms.