We had the same problem when my son was young. He was small for his age, skinny, smart, not very athletic and not very aggressive. To forestall bullying, I enrolled him in a serious, traditional Shotukon Karate school.
i love that idea acopolis! our daughter took karate as a kid for the same reason and it had so Many positive benefits that we have enrolled our son into a class starting in the summer. we may move up that start date, dependant on how the school change goes.