To expand on Anon's answer, I'd like to discuss one way in which the lack of a "natural" basis has some utility. A Hamel basis is a basis for $\mathbb{R}$ over $\mathbb{Q}$. Hamel bases are quite useful, due to their interactions with Cauchy functions (real-valued functions that satisfy an "additive" functional equation $f(x+y) = f(x) + f(y)$. This functional equation is equivalent to being linear over $\mathbb{Q}$. Examples of the utility of Cauchy functions abound. One approach to proving that the cube and the tetrahedron are not equidecomposable (Hilbert's 3rd problem) is to pick the $\mathbb{Q}-$linearly independent set $\{1, \pi\}$ and, by the magic of AC, this extends to a Hamel basis. Setting up the right Cauchy function then resolves the problem. For more on this, see "Conjecture and Proof" by Miklós Laczkovich.