1) Stop doing whatever it is that you're being bullied for. This is the most simple solution. If you can't stop then ignore this.
That's questionable. Usually whatever you're doing is harmless, i.e. using his favorite swing, or just standing around.
2) Confront the bully, but not in a violent or antagonistic way. They may not be aware that what they are doing is bothering you. If they don't stop after you do this, move on to the next point.
That's true. Sometimes it's just a guy who thinks he's being cool and doesn't realize he's really being a pain, but again, that depends on how violent he's already been.
3) Ignore the bully. If you stop responding to their taunts, they'll lose interest. If after a few weeks they don't stop, move on.
I agree with you on that one. If he can't get attention, it's no fun. Especially useful when other kids are around.
4) Involve teachers/parents/friends and ask them for their support. At this point you have taken every reasonable action against the bully that will not get you in trouble. Teachers/parents have much more authority than your friends and will be able to help you far better.
Definitely. Adults usually solve the problem. However, I have to offer another solution:
5.) Have someone superior to the bully reason with him. The bully is more inclined to leave you alone when he knows someone else is capable of doing the same to him. Violence can be avoided entirely, as well as potential complications that come with telling an adult, unless the adult in question wants to take the "Bigger than you" approach.
I'm not saying "have a big brother snap the bully's arm in half." Just knowing that the BIG brother is looking out for his little brother is a very effective tool.