Work out a lot, enough to be buff

Respectfully, I don't think you necessarily have to be buff; you just have to be able to handle physical violence if it happens to come your way, and confident in your ability to do so. Because if you know that you "can take 'em" then you will have less reason to care about what they think of you, and less reason to fear that their bullying might ever go that far. Thus, IMHO, something like training in martial arts can be a very effective substitute for "becoming buff". But "buff" without necessarily looking it can also be good enough, in some cases.

I was never "buff" in school. In fact, from all outward appearances, I looked every bit the scrawny nerd that everyone always assumed I was. And I was a nerd... but I was also strong. I carried a book bag around throughout middle school and high school that contained all of my schoolbooks. I didn't go to my locker; as I saw it, there was no reason to. I literally tore through bookbag after bookbag over the years. By about my junior year or so, it was a sports bag that held twice as many books as any backpack -- because it kind'a had to be, since that's just how many books the school had issued to me that year -- but I was nonetheless easily manhandling that bag like it was paper mâché.

I don't recall the rest of the context of the conversation, but I remember this one football dude commenting about my sports bag, something along the lines of, "Yeah, whatever... it's not that heavy." So I called him out on his comment; I said, "Feel free to pick it up." Having received the challenge, he certainly wasn't going to back down -- especially not from the scrawny nerd. He puffed himself up, walked down the aisle between the desks until he was towering right over me, and wrapped his big ol' hand around the handle. He stood up with it by his side and paused in that position for a moment. He then very quietly put it back down on the floor and walked away without another word.

(Morgan Freeman voiceover) It was that heavy.

But you don't even have to be "strong" necessarily; in some cases, what matters most is confidence. Later that same year, another bully -- not another football player, just a rando dude who had decided he didn't like me for some reason -- told me to watch myself, because he was going to follow me home and (oh, so trite, reflecting upon it now) "beat me up." Well, I knew who I was and I knew what I could do. Without even a hint of fear or hesitance, I responded to him, "Okay. When and where?"

He didn't show.

Bullies are all talk and no show, especially when they're alone and especially when you can confidently call them out on their crap. If they're "just" making fun of you, do your best to ignore it; it's not worth your time or energy to give them even the slightest bit of attention. But consider making an effort to get to a point where you're confident in what you can do, if you should ever need to defend yourself... and then, never show them fear. They will usually back down and leave you alone when confidently confronted. And if they don't back down... well, you're confident for a reason. Defend yourself if you have to -- but only if they start the fight. There's never any point in picking a fight yourself.