As a kid that was picked on for being short, rather than a martial arts expert, my suggestion would be for him to take Aikido.
Judo is more a sport now a days than a “martial arts”, very similar to wrestling I would say. I have never taken it, but a guy that I work with teaches it on the side. He loves it, and would no doubt recommend it for self confidence. If your son likes sports and competitiveness then he might enjoy it immensely.
Aikido is what I would recommned myself. It teaches avoidance of conflict, has no strikes, and teaches mastery of movement. It is hard to learn though, and takes many, many years to develop to usefulness. It mostly teaches the ideal use of energy and momentum with minimum effort, and holds the safty of the attacker and defender in mind. Like all martial arts it teaches discipline and has strong philisophical ideals that it teaches. These things could help once the boy starts to reach his teenage years, and will give him the confidence necessary to keep bullies away.
Wrestling I don’t know too much about, but I would have to agree that many of the wrestlers I know can hold themselves well in a fight. I would imagine that it teaches self discipline also, though I would guess not as much as an eastern martial art. It does allow for self confidence though, something a smaller kid really needs in life. (trust me on this)
Overall I would suggest all three, or at least Aikido and either wrestling or Judo, the combination of the two or three would make for one bad mo-fo. Personally I would be more apt to have my kids learn Aikido, as the philosophy of it can benifit in many ways. All eastern martial arts that I am aware of teach that avoiding a fight is the best way to win it, but IMHO aikido is the better in teaching mastery of avoidance. Self confidence, I think, is what keeps most of the fights away, as long as he does not instigate them, and learning exotic ways of defense can also keep the bullies wary of messing with him.
I know as a kid, when I took my first Martial art, Tae Kwon Do, I grew discouraged when I did not master it quickly, and quit when I kept getting hurt. Aikido has no kicks or strikes of any sort to hurt, and all the moves keep the enemy from suffering harm also. It is hard to master though, and I only mention this again and again because kids can become easily discouraged from things they cannot gain quick control of. If you and he can overcome that, I think he will enjoy it.