It always makes me furious when people comment about your body when you are thin. It is just as inexcuseable and damaging as commenting that someone is too heavy. I went through all of jr. high and high school feeling like an alien because of the jokes because I am naturally skinny and trained professionally to be a ballet dancer. Sorry, </rant>
I think that your best bet is weight training of some kind. Someone mentioned squats, which are great for building your glutes and quads. If your calves are skinny, try toe raises onto the balls of your feet. Can you buy some hand weights (maybe 10 pounds to start with) for your upper body? Also, Therabands (like giant, stretchy rubber bands) are great for toning muscles (and they are inexpensive, too). I like them because they work for many body parts.
As for the belly dancing/cardio suggestion, yes, you should do cardio anyway, but I am not certain that these will bulk you up. I am a belly dancer (and modern dancer) and while it does build muscle, I have also gone down slightly in my thigh, waist, butt measurements from it.
BTW, if you are not 30 yet, chances are that when you hit around that age, you will start to notice some changes in your shape, shall we say...
Good luck and hang in there!