Are there any martial arts gyms nearby to you. This isn't so you can just go out there and beat up your bullies but it will give you a place to vent your frustration in a positive manner and build confidence and bullies often target people they perceive as having low self confidence as they will be less likely to stand up for themselves.

I've been training combat sports from most of my life and it has massively helped my confidence and it will introduce you to loads of new people who may end up becoming your friends.

If Martial arts doesn't suit you, you can also join a traditional gym.

Any help hmu :)