Weightlifting is good to stay toned but you need to experience combat on a regular basis for a while before you can be an effective fighter.
The thing that gets most people, even giant buff dudes, is fight or flight factor.
http://en.wikipedia.org/wiki/Fight-or-flight_response
It will screw anyone and leave them panting and tired before they even throw a punch. Lots of sparring makes fighting normal and your mind no longer freaks out and leaves you panic ridden.
(that's how boxers can fight 12 rounds and not be breathing heavy for the interview at the end) A lot of it is conditioning but not all, it's mental.
The fastest route to not being bullied anymore is joining a boxing gym, mma gym, kickboxing, muay thai etc and going often. Something where you can get some hard sparring in after training for a while.
I did kung fu, tae kwon do and judo for years before I started boxing. Boxing was at a completely different level brutality wise and pretty much removed any fear of fighting after a year or so.
The kung fu and tae kwon do was bullshit really. Could have been my schools, who knows but I don't recommend it.
If you think about it, fighting is kinda like growing MJ. You can have a room with 10 1000 watt HIDs, the best nutrients, killer hydro setup etc but if you've never actually grown, you're not going to be able to anything with it. It's all about experience. If you want to be able to defend yourself, you're going to need some experience. You get that at gyms and dojos.