Most vector spaces I've met don't have a natural basis. However this is question that comes up when teaching linear algebra. You want to motivate abstract vector spaces instead of working with $\mathbb{R}^n$ (or your favourite field in place of $\mathbb{R}$). One simple example, is this.

Consider $\mathbb{R}^n$ ($n>2$) as a euclidean space relative to the "dot" product and let $v = (1,1,\dots,1)$. Then the subspace $V \subset \mathbb{R}^n$ of vectors orthogonal to $v$ does not have a natural basis. If you don't like introducing an inner product, then take $V$ to be the annihilator of $v$ in the dual of $\mathbb{R}^n$. This actually comes up when discussing the root space of $\mathfrak{su}(n)$, say.