Yes, James Bond always introduced himself by saying “I'm Bond, James Bond”. However, it has always been my impression that that was just James Bond's ultra-macho style (i.e., the style of a man who's trying to be very masculine). But for Bond that's also his preferred way to introduce himself because he is almost always called by his last (family) name (Bond) rather than by his first name. Can you ever recall anyone calling him James? I can't (except perhaps one of his girl friends).
So, I think it's true that men who are usually called by only their last name may introduce themselves in this way, but that it is NOT the typical way most men introduce themselves. The typical way, especially in business contexts, is First Name + Last Name, and this is sometimes followed by “Please call me (first name).”
Only in non-business or quite informal business contexts should you use only your first name without including your last name. It seems to me that Chinese students never seem to have learned only to give an English (first) name and never include their last (family) name. Please be aware this usually sounds very strange to westerners when meeting someone (in business) for the first time, because using only the first name is something either that children do or it sounds too familiar (for when you've first met). So please get into the habit of using both your English first name AND your Chinese family name together when you are doing introductions.
To your questions as to which of the following are correct when we introduce one person to another:
1. This is Bond, James Bond. (see note above; this is normally NOT the correct way in business unless the person is normally referred to as Bond)
2. This is Mr. Bond. (okay, but a bit stiff without the first name)
3. This is Mr. James Bond. (okay, but the title is not usually included, at least not in American English; perhaps titles are more common in British English introductions, as they are quite a bit more formal than Americans)
4. This is James. (Usually too informal for business introductions, but okay if you're, say, in a bar)
