sigtau and Pred, I went through the same **** as you are experiencing now. After 9 years of basic school, I was able to get rid of most of my earlier classmates in the college, and that made a huge difference. Also, in University I experienced something what I could call a fresh start in the life, it was almost like rebirth - and it turned out to be much better this time. The earlier years in the basic school weren't easy, especially after I was wrestling for fun with a new classmate (he even asked if we could) and teacher interrupted since she thought we were doing it seriously. I was seven years old and after hearing about this, my father pretty much told that if he ever hears of me wrestling again, he will beat the crap out of me so that next time I'll remember not to do that. So I was pretty much rendered physically harmless, and easy to pick. It never went to physical picking, but constant mental stuff. I do recall some easier times since I grew fast when I was young, I was the largest guy in the class at one point, but different people grow at different rates. During that time even the older students left me alone. But when the others caught up, it started again.
It didn't make things easier when the only way to get money from my parents was to do well in the tests - and I regularly did much to the dismay of others. At moments I thought I must be somehow defective since whatever I did with them never made things better. People are stupid at that age and I never saw the point of their doings, and guess it was that I didn't support them, or something. The end result was that when I was on the last class in the basic school, the younger pupils were just doing the same. It ended when a person about three quarters of my height and probably half of my mass started pushing me for no reason. At that point I simply had enough. I threw him through a window, and was about to break his spine when I realized what I was about to do - the incident was over in less than two seconds and happened instinctively from my part. After that, they never tried again doing anything physical with me. Though the **** talking never stopped until I got completely rid of them.
I had a couple of good friends during that time, I still see them, and it is pretty their presence which helped me a lot. And I'm willing to bet that the worst of the bullies never had, have or will have such friends. For me the number of friends doesn't matter, it is that they really are friends. Without knowing more about your situations, I cannot say much more. Nowadays all the idiots are very different persons with a much more reasonable behavior, it is just that I simply don't forget what they were younger. I note that nowadays it's me who is telling who we hire, and I find that the perception skills (either inborn or a result of that ****) helps a lot. And today it's me who is telling them what to do, not the other way around. Life is weird, isn't it? The effect of what happened in earlier years is that I don't tolerate that stuff any more - doing that would result in broken bones, likely not mine - it also made me relatively strong person too.
I would recommend Martial Arts with a good teacher for both of you, since it will help you to control yourselves. The thing with Martial Arts that you need to be vary about is that the teachers often try to make students more aggressive - in your case if I judge your personalities right you are the sort of persons whose aggressive behavior should not be fed any further. If you decide to take those classes, definitely tell the instructor about that so that he knows it beforehand - and don't tell about taking those classes to those who pick you. Let them found it out by themselves. Also when of age, be vary of the strong alcohol, that tends to take away your self control if drank too fast.