>So, what do you tell your 11 year old, or otherwise do, when / if they get teased at school by several other kids?

If it's a son, get him Old Spice Swagger and he will turn into Brian Urlacher. I enjoy that commercial.

Otherwise, I don't think there is a really clear cut answer to your problem. I lean more towards William Kuhn's solution of teaching them to defend themselves, but only if needed. Sometimes a bully just needs to get their butt kicked.