You need to differentiate between the components of a vector and the vector itself.
The $n$ coordinate vectors $\partial_j$ constitute a basis of the n-dimensional tangent space $T_p(M)$ at each point $p\in M$. Sometimes these coordinate bases induced by the charts $(U,h)$ are referred to as the natural or canonical bases.
Relative to a given chart (U,h) with coordinate functions $x^1,\dots, x^n$ any vector $v\in T_p(M)$ admits the representation
$$v=v^i\frac{\partial }{\partial x^i}$$
When we say that $v^i$ is a contravariant vector we actually mean that the components $v^i$ transforms like a contravariant vector at $p$ (and that $v\in T_p(M)$). The coefficients are uniquely defined by
$$v^i=vx^i$$
For two overlapping charts the vector $v$ is represented by $v=v^i\frac{\partial}{\partial x^i}$ and $v=\bar{v}^j\frac{\partial}{\partial {\bar{x}}^j}$ respectively. With $v^i=v x^i$ and $\bar{v}^j=v\bar{x}^j$ we can make two important observations
$$\bar{v}^j=v^{i}\frac{\partial \bar{x}^j}{\partial x^i}\tag{1}$$
$$v=\bar{v}^j\frac{\partial }{\partial \bar{x}^j}=v^h\frac{\partial\bar{x}^j}{\partial x^h}\frac{\partial}{\partial \bar{x}^j}=v^h\frac{\partial}{\partial x^h}\tag{2}$$
Now $(1)$ tells us that indeed the components $v^i$ transforms like the components of a contravariant vector. Further, since $(2)$ is valid for any arbitrary $v^i$ we conclude that
$$\frac{\partial }{\partial x^h}=\frac{\partial \bar{x}^j}{\partial x^h}\frac{\partial }{\partial \bar{x}^j}$$
So the basis elements for the (contravariant) tangent space itself transform like covariant vectors!
I will not go into details on how to construct the dual basis $\{dx^k,\,k=1\dots n\}$ of $T^*_p(M)$ but it follows naturally from the definition of the unique element $df\in T^*_p(M)$ such that $\langle d f,v\rangle=vf$ that any $\omega\in T^*_p(M)$ can be expressed as
$$\omega=\omega_jdx^j$$
Notice again that $\omega_j$ are the components of a covariant tensor, while $dx^j$ are the basis (which transforms contravariantly). The dual tangent space $T^*_p(M)$ is called the cotangent space, and its elements $\omega$ are referred to as covectors or 1-forms.
Specifically with $df=f_hdx^h$ we have $df=\partial_jfdx^j$ (since $\langle df,\partial_j\rangle=f_j$) which is consistent with the customary expression for the differential of a function.