Bullies like passive people who won't fight back because they only want easy pickings. The minute someone stands up for themselves and makes it difficult to pick on them, the bullies will move on to easier pastures because they don't like to be challenged. Fighting back is the only way to truly combat bullying, despite what the pacifist crowd tries to say.
I was only bullied once in my life for about three days in the 6th grade. For whatever reason this kid made it his mission to bug the living hell out of me. After a couple days, I'd had enough and we ended up getting into a fist fight behind the football bleachers after school. We were both pretty big kids for being 11, and the fight ended with a bloody nose, a swollen lip, and scrapes and cuts. He never bothered me again, so I always advocate confrontation. It doesn't always have to be physical, it can be verbal too or getting an adult involved to stop it.