What should I use as a good comeback if someone calls me stupid?

You could say "Thank you!" with a confusingly cheerful smile, "Okay, bye!" (and then leave), or "It's better to be born stupid than to choose to be cruel." Keep in mind that the bully is responsible for the name-calling, and it's okay if you don't know what to do. Try to get out of the situation and go to a more public space. The bully may not follow. If the person does follow, keep being non-aggressive; bystanders will clearly see that the bully is instigating it while you are not fighting back. Talk to an adult about this situation, and see if you can get help dealing with this person (or people) in the future.