I wasn't bullied at school, IMHO (nothing physical, the odd bit of name calling.. which they got back ;-)) but it seemed as if people who were into sports avoided every hassle, including the sportier geeks who were in the football team, etc.
Looking back, I have to wonder if there's something about being active, being in teams, or the effect doing sports has on your body (language) that means you either fit in better, stand up for yourself more, etc. I certainly feel that way as an adult now trying to become more active. It changes how you hold yourself.
My daughter is now in all the social and sports clubs we can get in and which she enjoys. My parents never encouraged me into being active or joining clubs, but I have to wonder if I had been, maybe I'd be very different (not that I'm unhappy with my lot now :-)) and maybe my daughter could end up being one of the "popular kids" just by virtue of being active and socializing with her peers early.