My suggestion is

Code:
\documentclass[margin=10pt]{standalone}
\usepackage{amsmath}
\usepackage{pgfplots}
\pgfplotsset{compat=1.10}
\newcommand\clipright[1][white]{
\fill[#1](current axis.south east)rectangle(current axis.north-|current axis.outer east);
\pgfresetboundingbox
\useasboundingbox(current axis.outer south west)rectangle([xshift=.5ex]current axis.outer north-|current axis.east);
}
\begin{document}
\begin{tikzpicture}
\begin{axis}[/tikz/ybar interval,
ybar legend,
xtick align=outside,
ymin=0,
axis x line*=left,
enlarge x limits=false,
grid=major,
height=7cm,
title={All Results},
xlabel={recording time $t$ in ms},
ylabel={Number of Recordings},
xtick={0,...,16},
xticklabels={$0$, $1000$, $2000$, $3000$, $4000$, $5000$,
$6000$, $7000$, $8000$, $9000$, $10000$,
$11000$, $12000$, $13000$, $14000$, $15000$,$\infty$},
width=\textwidth,
xtick=data,
xticklabel style={
inner sep=0pt,
anchor=north east,
rotate=45
},
nodes near coords,
every node near coord/.append style={
anchor=mid west,
rotate=45},
]
\addplot[blue, fill=blue!40!white] coordinates {(0, 14524) (1, 38214) (2, 36169) (3, 25875) (4, 16942) (5, 10603) (6, 6778) (7, 4288) (8, 2980) (9, 1986) (10, 1392) (11, 1040) (12, 801) (13, 632) (14, 467) (15, 3819) (16, 3819)};
\legend{Time}
\end{axis}
\clipright
\end{tikzpicture}
\end{document}
Explanation:
Your main problem can be solved by using /tikz/ybar interval instead /tikz/ybar. In addition it is necessary to set the compat option at least to 1.3 to avoid the overlapping of xlabel and xtick labels automatically. The current pgfplots version is 1.10.

Code:
\documentclass[margin=10pt]{standalone}
\usepackage{pgfplots}
\pgfplotsset{compat=1.3}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
/tikz/ybar interval,
ybar legend,
xtick align=outside,
ymin=0,
%bar width=0.9cm,
axis x line*=left,
enlarge x limits=false,
grid=major,
height=7cm,
title={All Results},
xlabel={recording time $t$ in ms},
ylabel={Number of Recordings},
symbolic x coords={$0$, $1000$, $2000$, $3000$, $4000$, $5000$,
$6000$, $7000$, $8000$, $9000$, $10000$,
$11000$, $12000$, $13000$, $14000$, $15000$},
%minor x tick num=5,
%extra x tick style={xticklabel style={yshift=-15pt}},
width=\textwidth,
xtick=data,
xticklabel style={
inner sep=0pt,
anchor=north east,
rotate=45
},
nodes near coords,
every node near coord/.append style={
anchor=mid west,
rotate=45}]
\addplot[blue, fill=blue!40!white] coordinates {($0$, 14524) ($1000$, 38214) ($2000$, 36169) ($3000$, 25875) ($4000$, 16942) ($5000$, 10603) ($6000$, 6778) ($7000$, 4288) ($8000$, 2980) ($9000$, 1986) ($10000$, 1392) ($11000$, 1040) ($12000$, 801) ($13000$, 632) ($14000$, 467) ($15000$, 3819)};
\legend{Time}
\end{axis}
\end{tikzpicture}
\end{document}
But there are some other problems: The last item is missing. This behavoir is explained in the manual. And in addition there is a known issue: nodes near coords generates the last item outside the axis. To solve this problems you can add an additional coordinate (infinite, 3819) and use the workaround from this question:

\documentclass[margin=10pt]{standalone}
\usepackage{pgfplots}
\pgfplotsset{compat=1.10}
\newcommand\clipright[1][white]{
\fill[#1](current axis.south east)rectangle(current axis.north-|current axis.outer east);
\pgfresetboundingbox
\useasboundingbox(current axis.outer south west)rectangle([xshift=.5ex]current axis.outer north-|current axis.east);
}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
/tikz/ybar interval,
ybar legend,
xtick align=outside,
ymin=0,
axis x line*=left,
enlarge x limits=false,
grid=major,
height=7cm,
title={All Results},
xlabel={recording time $t$ in ms},
ylabel={Number of Recordings},
symbolic x coords={$0$, $1000$, $2000$, $3000$, $4000$, $5000$,
$6000$, $7000$, $8000$, $9000$, $10000$,
$11000$, $12000$, $13000$, $14000$, $15000$, infinite},
width=\textwidth,
xtick=data,
xticklabel style={
inner sep=0pt,
anchor=north east,
rotate=45
},
nodes near coords,
every node near coord/.append style={
anchor=mid west,
rotate=45}]
\addplot[blue, fill=blue!40!white] coordinates {($0$, 14524) ($1000$, 38214) ($2000$, 36169) ($3000$, 25875) ($4000$, 16942) ($5000$, 10603) ($6000$, 6778) ($7000$, 4288) ($8000$, 2980) ($9000$, 1986) ($10000$, 1392) ($11000$, 1040) ($12000$, 801) ($13000$, 632) ($14000$, 467) ($15000$, 3819) (infinite, 3819)};
\legend{Time}
\end{axis}
\clipright
\end{tikzpicture}
\end{document}
Unfortunately I wasn't able to use \infty as a symbolic coordinate without getting error messages.
But it works if I use xtick={1,...,16} and xticklabels instead of symbolic x coords. Then I must change the coordinates to
\addplot[blue, fill=blue!40!white] coordinates {(0, 14524) (1, 38214) (2, 36169) (3, 25875) (4, 16942) (5, 10603) (6, 6778) (7, 4288) (8, 2980) (9, 1986) (10, 1392) (11, 1040) (12, 801) (13, 632) (14, 467) (15, 3819) (16, 3819)};
or use a table
\addplot[blue, fill=blue!40!white] table[x expr=\coordindex,y expr=\thisrowno{0},row sep=\\,header=false]{14524\\ 38214\\ 36169\\ 25875\\ 16942\\ 10603\\ 6778\\ 4288\\ 2980\\ 1986\\ 1392\\ 1040\\ 801\\ 632\\ 467\\ 3819\\ 3819\\};
The result is shown at the top of my answer.