  We investigate the properties of AGB and post-AGB (PAGB) stars, planetary
nebulae, and young stellar objects (YSOs) in our Galaxy through an analysis of
observational data covering visual and infrared (IR) wavelengths. Utilizing
datasets from IRAS, 2MASS, AllWISE, Gaia DR3, and the SIMBAD object database,
we perform an in-depth comparison between observational data and theoretical
models. For this comparison, we present various color-magnitude diagrams (CMDs)
in visual and IR bands, as well as IR two-color diagrams (2CDs). Our results
demonstrate that the CMDs, incorporating the latest distance and extinction
data from Gaia DR3 for a majority of sample stars, are effective in
distinguishing different classes of stars. To improve the precision of our
analysis, we apply theoretical radiative transfer models for dust shells around
AGB and PAGB stars. A thorough comparison of the theoretical models with
observations across various IR 2CDs and CMDs shows a significant agreement. We
find that AGB and PAGB stars are among the brightest classes in visual and IR
bands. Furthermore, most YSOs are clearly distinguishable from AGB stars on
various IR CMDs, exhibiting fainter absolute magnitudes in IR bands.
