I've never really been bullied before, but I think instead of acting on the bully first you should try changing your attitude. For example take revenge on them in little ways.. answers questions they can't, or solving a math quiz faster, or beating them in the mile, things like that. Even if you're emo, you should feel good if you do this.. o_o
And er, if they pick on you for doing those things, tell them to get a life. >_> Have some friends with you that will support you. Even if they don't say anything, just having backup makes the bullies more wary.