I discovered by accident that when a child is really good at something, they absolutely shine from the inside out. My older daughter begged at age 4 to be put in ballet. I relented, and she just LOVED it. She had a great teacher and just took to dance like a fish to water. When she started kindergarten, she would proudly tell her friends, "I'm a ballet dancer!" (And of course, then her new friend would say, "I play soccer. Wanna go play on the swings?")
It doesn't even have to be a sport, I don't think. It could be art, music, cooking, gardening, speaking a foreign language, anything the child really loves and feels like they're talented with. Maybe it's the confidence of being GREAT at something, or maybe it's just the knowledge that there's more to life than being Little Miss Popularity at recess... you know?
Anyway, that approach has worked well with both of our daughters. My girls had to change schools because we relocated when they were in 3rd and 1st grades. My older daughter ran up against a girl who attempted to bully her. My daughter, by that time, had such a confidence about her that she was able to put the would-be bully firmly into place, and by the end of the year, the two girls were even friends! Who would have known that a ballerina could be so tough? LOL