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The first thing to do is ignore the bullies, show them that it doesn't affect you. That way they won't come to bother you, they want a negative reaction out of a person.
Although you can use your own tricks and mock them back, sometimes it can lead to more bullying especially if it's a big group of them.
However if they're still persistent (give it 2 weeks or so, as I notice most bullies move on to someone else), start telling your teachers. If that doesn't work, the best thing to do is change schools if you're certain they'll continue to bully you.
Bullying that goes on to several months or several years can cause long term mental damage and its best to avoid that as soon as possible (was my mistake in the past)...