This vector space also has a basis (even if it is not as useful): there is a (uncountably infinite) subset of real->real functions such that every function can be expressed as a linear combination of a finite number of these basis functions, in exactly one way.
There isn't a clean way to write down this basis, though, as you need to use Zorn's lemma or equivalent to construct it.
I think what I may be asking is “Does the complex Fourier transform make a Hilbert space?” but I might be wrong both about that and about that being the right question.
Another example is the eigenvectors of linear operators like the Laplacian. Recall how, in finite dimension, the eigenvectors of a full rank operator (matrix) form an orthonormal basis of the vector space. There is a similar notion in infinite dimension. I can't find an English page that covers this very well, but there's a couple of paragraphs in the Spectral Theorem page (https://en.wikipedia.org/wiki/Spectral_theorem#Unbounded_sel... ). The article linked here also touches on this.
Regarding your last sentence, one thing to note is that having a basis is not what makes you a Hilbert space, but rather having an inner product! In fact, to get the Fourier coefficients, you need to use that inner product.
You can represent any function f: [-pi, pi] -> R as an infinite sum
f(x) = sum_(k = 0 to infinity) (a_k sin(kx) + b_k cos(kx))
This is very useful, but the functions sin(x), sin(2x), ... , cos(x), cos(2x), ... don't constitute a basis in the formal sense I mentioned above as you need an infinite sum to represent most functions. It is still often called a basis though.
f(x) = sum n=-infty to +infty C_n e^{i n x}
sin x = (e^(ix) - e^(-ix))/2i
cos x = (e^(ix) + e^(-ix))/2
The convergence criteria for Fourier series vary depending on how strongly you need convergence but I think basically if a function is differentiable on the interval you care about then the Fourier series provably converges on that interval and otherwise if it has jump discontinuities and that sort of thing, then depending on whether it is square-integrable or a bunch of other properties) you can prove weaker forms of convergence (absolute, pointwise etc).
To address your comment I don’t see why an infinite sum prevents something being a basis. In fact I would specifically say that can’t be true because then there would never be a basis for any infinite-dimensional space- any time you want to take an inner product in such a space you need an infinite sum, and you need such an inner product to construct the basis. A sibling comment pointed me in the direction of a Hilbert basis, which seems to be what I was thinking of.