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You should never seek out someone to fight, or attack someone who is picking on you as a form of intimidation. Fighting is dangerous. Seeking out a fight is always a bad idea.  An aggressor could have a weapon. You never know if someone is carrying a knife or another sharp object, so it's best not to risk it by picking a fight. If you push someone into fighting, they could come back later with friends to target you. You do not want to start a cycle of violence. If you need to fight to defend yourself, do so, but remember this is the only time you should fight. Fighting is only justified when it's the only way for you to escape injury. If you're worried about fighting because someone is targeting you, be proactive. Stay away from areas where you feel fighting may occur. Stay in well lit, open areas where there is a lot of supervision.  It's a good idea to travel in groups, especially if someone is threatening you with aggression. If you're at school, avoid areas where bullies congregate. You may be more likely to get jumped in these areas. If someone is threatening you with physical violence, contact the police. Fighting can have legal consequences for you if you hurt someone, and you can also suffer serious injury. If you are being threatened with violence, report it to the police. The police can help diffuse the situation before violence becomes necessary.  Never be afraid to call the police. They are there to help you. Sometimes, just the act of calling them may be enough to diffuse the situation. Even if the assailant calms down, it might still be a good idea to have an officer near by in case it was just an act and he tries to attack you again. If you've been the target of bullies before, self defense can help. See if you can find a local community center that offers self defense training. You could also try something like karate. A self defense course can teach you safe ways to defend yourself in a fight, and how to avoid injury.  Not every form of self defense will be right for you. Some forms are more practical whiles others aren't. Similarly, some are more defensive while others are offensive. Before you enroll in the class, ask the instructor if you can sit and watch a class or two before you make your decision.
Avoid fighting unless it's necessary for self defense. Stay away from dangerous areas where fights are likely to occur. Contact the police if necessary. Enroll in a self defense class.