Do bacteria with flagella self-rotate?
My opinion as a physicist would be that yes, they do.

Assuming a sperm-like structure with a single flagellum at the centre of a long, thin cell of uniform density. They would rotate around the axis of travel.

However, for other cells, this could be mitigated in several ways:


If the cell was submersed in or floating on a liquid, it is likely that the effects of Archimede's Principal would be sufficient to keep it in a fixed orientation (this is how ships and submarines stay upright despite rotors that all go in the same direction - the least dense parts of a body always attempt to restore themselves to the highest position).
Fluid in the cytoplasm could act as ballast, providing a counterrotation force thanks to the gravitational effect on it.
If the cell happened to be particularily masseous in relation to the force the flaggela were providing, this would make any rotational force negligible.
If the flagella were located away from the axis of travel (through the centre of gravity - ie to the sides) the torque would have less of an effect.


As for the navigational aspect of your question, if these cells do auto-rotate, they will have done so throughout their evoloutionary histories and therefore in all likelihood will have evolved navigation methods capable of dealing with this.

I will however put a disclaimer on this, I am not a biologist and am weighing in from the point of view of a physicist.