Is there any alternative basis for a fourier-like transform?
The most important reason for the "Fourier supremacy", as you called it, has been pointed out by Jazzmaniac in his comment. The complex exponential $e^{st}$ with $s=\sigma+j\omega$ is an eigenfunction of the convolution operator:

$$e^{st}*f(t)=\int_{-\infty}^{\infty}e^{s(t-\tau)}f(\tau)d\tau=
e^{st}\int_{-\infty}^{\infty}e^{-s\tau}f(\tau)d\tau=e^{st}F(s)$$

where the eigenvalue $F(s)$, if it exists, is the Laplace transform of $f(t)$, and for $\sigma=0$, i.e. for $s=j\omega$, $F(j\omega)$ is the Fourier transform of $f(t)$ (again, if it exists). Even though there are several important differences between the Fourier and the Laplace transform, they are deeply related, and for answering your question their differences are not important. By analogy, the same is true for the discrete-time Fourier transform and for the $\mathcal{Z}$-transform in the discrete domain. So when in the remainder of my answer I mention the Fourier transform, you might as well replace it by Laplace transform or $\mathcal{Z}$-transform, and everything will remain valid.

So why should we be concerned with eigenfunctions of the convolution operator? Because convolution describes the input-output relation of linear time-invariant (LTI) systems, and these systems are often very good approximations of practically important systems such as frequency selective filters, integrators, differentiators, etc.

Apart from being an invaluable tool for the analysis of LTI systems, the Fourier transform also has an important physical interpretation as the spectrum, i.e. the frequency content, of a signal. Furthermore, the FFT is a highly efficient algorithm for the computation of its discrete version for finite length signals.

So why don't we just say we're doing fine with the Fourier transform and its siblings? Because there are applications where we are looking for other properties of a transform. One example would be time localization in signal analysis, since the basis functions of the Fourier transform have no time localization at all because of their infinite extent. In such cases other transforms have become widely used, such as the short-time Fourier transform and the wavelet transform. For discrete-time signals, filter banks provide very general signal expansions. They can be designed to match the desired properties of the signal expansion.

Since you mentioned the saw-tooth function as a possible basis function I would like to point out to you the Slant transform (mentioned in this answer), which is used in image coding. Furthermore, there is the related Slantlet transform, which is a special type of discrete wavelet transform with piecewise linear basis functions. You can see the basis function in Fig. 5 of this paper.