A vector species is a functor from the category of finite sets with bijections to vector spaces (over a fixed field); informally, one can view this as a sequence of S n S_n -modules, one for each natural number n n . A Hopf monoid (in the category of vector species) consists of a vector species with unit, counit, product, and coproduct morphisms satisfying several compatibility conditions, analogous to a graded Hopf algebra. A vector species has a basis if and only if it is given by a sequence of S n S_n -modules which are permutation representations. We say that a Hopf monoid is freely self-dual if it is connected and finite-dimensional, and if it has a basis in which the structure constants of its product and coproduct coincide. Such Hopf monoids are self-dual in the usual sense, and we show that they are furthermore both commutative and cocommutative. We prove more specific classification theorems for freely self-dual Hopf monoids whose products (respectively, coproducts) are linearized in the sense that they preserve the basis; we call such Hopf monoids strongly self-dual (respectively, linearly self-dual). In particular, we show that every strongly self-dual Hopf monoid has a basis isomorphic to some species of block-labeled set partitions, on which the product acts as the disjoint union. In turn, every linearly self-dual Hopf monoid has a basis isomorphic to the species of maps to a fixed set, on which the coproduct acts as restriction. It follows that every linearly self-dual Hopf monoid is strongly self-dual. Our final results concern connected Hopf monoids which are finite- dimensional, commutative, and cocommutative. We prove that such a Hopf monoid has a basis in which its product and coproduct are both linearized if and only if it is strongly self-dual with respect to a basis equipped with a certain partial order, generalizing the refinement partial order on set partitions.