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Observations of dust-enshrouded evolved stars selected from infrared catalogs requiring high positional accuracy, like infrared spectroscopy or long baseline radio interferometric observations, often require preparational observational steps determining a position with an accuracy much better than 1″. Using phase-referencing observations with the Very Large Array at its highest resolution, we have compared the positions of SiO 43 GHz masers in evolved stars, assumed to originate in their infrared detected circumstellar shells, with the positions listed in the MSX, WISE, 2MASS, and Gaia catalogs. Starting from an MSX position it is, in general, simple to match 2MASS and WISE counterparts. However, in order to obtain a Gaia match to the MSX source it is required to use a two-step approach due to the large number of nearby candidates and low initial positional accuracy of the MSX data. We show that the closest comparable position to the SiO maser in our limited sample never is the MSX position. When a plausible source with a characteristic signature of an evolved star with a circumstellar shell can be found in the area, the best indicator of the maser position is provided by the Gaia position, with the 2MASS position being second best. Typical positional offsets from all catalogs to the SiO masers are reported. [ABSTRACT FROM AUTHOR]